+20.0%
SPY vs ARMK
+47.4%
-27.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | +0.1% | 0.0% | 0.0% | 0.0% |
| 3M | +2.0% | +6.7% | -4.7% | +0.8% |
| 6M | +13.0% | +38.8% | -25.8% | +6.2% |
| YTD | +13.5% | +55.2% | -41.6% | +5.1% |
| 1Y | +20.0% | +46.6% | -26.6% | +12.5% |
| All | +20.0% | +47.4% | -27.4% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling