+269.8%
SAN vs ARMK
+96.3%
+173.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -4.1% |
| 7D | +4.9% | -2.6% | +7.5% | +5.8% |
| 30D | -13.0% | -5.2% | -7.8% | -11.4% |
| 3M | -18.9% | -6.5% | -12.4% | -17.1% |
| 6M | -4.1% | +15.3% | -19.4% | -11.0% |
| YTD | +2.6% | +43.6% | -41.0% | -13.8% |
| 1Y | +16.9% | +42.1% | -25.1% | -1.3% |
| 3Y | +239.1% | +94.0% | +145.1% | +138.2% |
| All | +269.8% | +96.3% | +173.5% | +145.6% |
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 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