+69.2%
SPYG vs ARMK
+106.4%
-37.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -9.2% | -1.3% | -7.8% | -8.8% |
| 3M | -6.8% | -2.5% | -4.3% | -6.4% |
| 6M | -2.6% | +20.8% | -23.4% | -10.3% |
| YTD | +7.5% | +48.2% | -40.7% | -9.3% |
| 1Y | +6.7% | +45.7% | -39.1% | -9.5% |
| 3Y | +90.1% | +96.6% | -6.5% | +37.4% |
| 5Y | +69.2% | +106.6% | -37.4% | +11.4% |
| All | +69.2% | +106.4% | -37.2% | +11.4% |
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