+260.2%
SAN vs ARMK
+125.8%
+134.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | +10.8% | -0.7% | +11.5% | +10.8% |
| 30D | -5.7% | -1.3% | -4.4% | -5.6% |
| 3M | -13.4% | -2.5% | -11.0% | -13.1% |
| 6M | +3.5% | +20.8% | -17.2% | -5.2% |
| YTD | +9.7% | +48.2% | -38.4% | -7.8% |
| 1Y | +20.9% | +45.7% | -24.9% | +2.2% |
| 3Y | +254.3% | +96.6% | +157.7% | +158.3% |
| 5Y | +304.2% | +106.6% | +197.6% | +183.4% |
| 10Y | +260.2% | +132.6% | +127.7% | +153.5% |
| All | +260.2% | +125.8% | +134.4% | +153.5% |
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