+57.8%
SAN vs ARMK
+47.4%
+10.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.8% | -2.4% | +4.2% | +2.4% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | +19.7% | +6.7% | +13.1% | +17.4% |
| 6M | +30.6% | +38.8% | -8.2% | +17.4% |
| YTD | +28.8% | +55.2% | -26.3% | +14.7% |
| 1Y | +57.8% | +46.6% | +11.2% | +41.1% |
| All | +57.8% | +47.4% | +10.4% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling