+311.1%
SPOT vs ARMK
+115.3%
+195.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +1.6% | +2.7% | -1.1% | +0.9% |
| 30D | +16.9% | -1.5% | +18.4% | +16.8% |
| 3M | +23.0% | -11.6% | +34.5% | +26.5% |
| 6M | +42.2% | +6.7% | +35.4% | +38.1% |
| YTD | +5.5% | +47.4% | -41.9% | -6.5% |
| 1Y | -5.1% | +41.5% | -46.6% | -15.1% |
| 3Y | +257.9% | +95.5% | +162.4% | +189.8% |
| 5Y | +118.4% | +108.4% | +10.0% | +73.3% |
| All | +311.1% | +115.3% | +195.9% | +227.7% |
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