+2.2%
SAN vs ARMK
+6.3%
-4.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +1.0% | +7.1% | -6.1% | +0.3% |
| 30D | -9.4% | -1.6% | -7.7% | -8.9% |
| 3M | -17.1% | -10.5% | -6.6% | -15.2% |
| 6M | +2.2% | +11.8% | -9.6% | +0.9% |
| All | +2.2% | +6.3% | -4.1% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling