+72.6%
SPY vs ARMK
+106.7%
-34.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +2.7% | -0.1% | +1.7% |
| 30D | -2.0% | -1.5% | -0.5% | -1.7% |
| 3M | -2.8% | -11.6% | +8.8% | +1.0% |
| 6M | +2.1% | +6.7% | -4.6% | -0.9% |
| YTD | +11.5% | +47.4% | -35.9% | -4.2% |
| 1Y | +13.5% | +41.5% | -28.0% | -1.1% |
| 3Y | +77.7% | +95.5% | -17.8% | +33.2% |
| All | +72.6% | +106.7% | -34.1% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling