+307.3%
SPY vs ARMK
+131.1%
+176.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -3.3% | -0.4% | -3.0% | -3.4% |
| 3M | -2.4% | -2.0% | -0.5% | -2.2% |
| 6M | +2.6% | +22.0% | -19.4% | -3.1% |
| YTD | +11.2% | +49.6% | -38.4% | -0.5% |
| 1Y | +13.4% | +46.4% | -33.0% | +1.9% |
| 3Y | +79.9% | +103.2% | -23.3% | +46.9% |
| 5Y | +72.2% | +108.1% | -35.9% | +37.9% |
| 10Y | +307.3% | +129.4% | +177.9% | +229.2% |
| All | +307.3% | +131.1% | +176.2% | +229.2% |
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