+259.6%
SAN vs ARMK
+131.1%
+128.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +4.4% |
| 7D | +8.7% | +0.9% | +7.8% | +8.1% |
| 30D | -6.5% | -0.4% | -6.1% | -6.7% |
| 3M | -14.2% | -2.0% | -12.2% | -14.0% |
| 6M | +2.7% | +22.0% | -19.2% | -6.3% |
| YTD | +8.9% | +49.6% | -40.7% | -8.8% |
| 1Y | +23.4% | +46.4% | -23.0% | +4.1% |
| 3Y | +257.9% | +103.2% | +154.7% | +157.5% |
| 5Y | +297.8% | +108.1% | +189.6% | +178.1% |
| 10Y | +259.6% | +129.4% | +130.2% | +151.7% |
| All | +259.6% | +131.1% | +128.5% | +151.7% |
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