+298.4%
SAN vs ARMK
+106.7%
+191.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +4.0% | +2.7% | +1.3% | +2.9% |
| 30D | -7.8% | -1.5% | -6.3% | -7.6% |
| 3M | -16.4% | -11.6% | -4.8% | -12.3% |
| 6M | +3.5% | +6.7% | -3.2% | -0.2% |
| YTD | +6.7% | +47.4% | -40.7% | -11.2% |
| 1Y | +14.5% | +41.5% | -27.0% | -3.1% |
| 3Y | +243.5% | +95.5% | +148.0% | +141.3% |
| All | +298.4% | +106.7% | +191.7% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling