+75.0%
SPY vs ARMK
+91.9%
-17.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | -0.8% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | -5.4% | -5.2% | -0.2% | -4.2% |
| 3M | -4.1% | -6.5% | +2.4% | -2.8% |
| 6M | +0.7% | +15.3% | -14.6% | -3.9% |
| YTD | +8.7% | +43.6% | -34.9% | -3.0% |
| 1Y | +10.9% | +42.1% | -31.2% | -0.8% |
| 3Y | +75.0% | +94.0% | -19.0% | +47.0% |
| All | +75.0% | +91.9% | -17.0% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling