+483.9%
SPMO vs ARMK
+176.5%
+307.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -14.2% | -1.3% | -12.9% | -14.0% |
| 3M | -12.7% | -2.5% | -10.2% | -12.3% |
| 6M | -9.6% | +20.8% | -30.4% | -13.7% |
| YTD | +9.3% | +48.2% | -38.9% | -0.6% |
| 1Y | +8.2% | +45.7% | -37.5% | -1.3% |
| 3Y | +119.4% | +96.6% | +22.8% | +85.5% |
| 5Y | +112.5% | +106.6% | +5.9% | +75.5% |
| 10Y | +449.2% | +132.6% | +316.7% | +351.4% |
| All | +483.9% | +176.5% | +307.4% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling