+131.4%
ARMK vs SNY
-9.6%
+141.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | +3.1% | -3.3% | +6.4% | +3.7% |
| 30D | -2.8% | -2.2% | -0.6% | -2.5% |
| 3M | +7.6% | -3.0% | +10.6% | +8.0% |
| 6M | +47.9% | +2.7% | +45.2% | +47.1% |
| YTD | +60.0% | -6.8% | +66.9% | +61.5% |
| 1Y | +52.2% | -5.3% | +57.5% | +53.3% |
| 3Y | +131.4% | -9.8% | +141.2% | +135.0% |
| All | +131.4% | -9.6% | +141.0% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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