+344.0%
SAN vs ARMK
+114.7%
+229.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.8% | -2.4% | +4.2% | +2.6% |
| 30D | +2.0% | 0.0% | +2.0% | +1.8% |
| 3M | +19.7% | +6.7% | +13.1% | +16.9% |
| 6M | +30.6% | +38.8% | -8.2% | +16.1% |
| YTD | +28.8% | +55.2% | -26.3% | +10.2% |
| 1Y | +57.8% | +46.6% | +11.2% | +37.2% |
| All | +344.0% | +114.7% | +229.4% | +236.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling