+422.1%
SPYG vs ARMK
+134.7%
+287.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -1.7% | +2.4% | -4.0% | -2.4% |
| 3M | +3.6% | +6.1% | -2.4% | +1.9% |
| 6M | +16.6% | +41.8% | -25.2% | +6.1% |
| YTD | +13.4% | +55.5% | -42.2% | +0.5% |
| 1Y | +19.6% | +49.6% | -30.0% | +6.9% |
| 3Y | +99.8% | +122.8% | -23.0% | +59.4% |
| 5Y | +85.0% | +151.0% | -66.0% | +42.5% |
| 10Y | +422.1% | +138.0% | +284.2% | +322.5% |
| All | +422.1% | +134.7% | +287.4% | +322.5% |
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 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