+431.9%
SPYM vs ARMK
+327.1%
+104.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -0.9% | +2.8% | -3.7% | -1.6% |
| 30D | -2.4% | -1.8% | -0.6% | -2.0% |
| 3M | -1.1% | -10.9% | +9.7% | +1.6% |
| 6M | +3.3% | +21.2% | -17.9% | -2.3% |
| YTD | +12.4% | +47.0% | -34.7% | +0.8% |
| 1Y | +12.5% | +42.9% | -30.3% | +1.6% |
| 3Y | +79.1% | +95.0% | -15.9% | +47.4% |
| 5Y | +75.7% | +106.2% | -30.5% | +40.7% |
| 10Y | +313.9% | +131.6% | +182.2% | +217.6% |
| All | +431.9% | +327.1% | +104.8% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling