+251.0%
SPOT vs ARMK
+127.1%
+123.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | +2.2% | +2.4% | -0.2% | +1.3% |
| 3M | +5.4% | +6.1% | -0.7% | +3.3% |
| 6M | -4.0% | +41.8% | -45.8% | -13.6% |
| YTD | -9.9% | +55.5% | -65.5% | -20.9% |
| 1Y | -27.3% | +49.6% | -76.9% | -35.6% |
| 3Y | +236.4% | +122.8% | +113.6% | +164.1% |
| 5Y | +112.6% | +151.0% | -38.4% | +63.2% |
| All | +251.0% | +127.1% | +123.8% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling