+265.3%
SAN vs ARMK
+131.1%
+134.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +1.0% | +7.1% | -6.1% | -1.8% |
| 30D | -9.4% | -1.6% | -7.7% | -9.1% |
| 3M | -17.1% | -10.5% | -6.6% | -13.7% |
| 6M | +2.2% | +11.8% | -9.6% | -3.2% |
| YTD | +6.0% | +47.3% | -41.3% | -10.7% |
| 1Y | +12.7% | +41.5% | -28.8% | -3.6% |
| 3Y | +242.1% | +95.3% | +146.8% | +150.1% |
| 5Y | +293.6% | +108.1% | +185.5% | +175.2% |
| All | +265.3% | +131.1% | +134.2% | +158.0% |
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