+197.7%
SAN vs ARMK
+350.8%
-153.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.8% | -2.4% | +4.2% | +2.8% |
| 30D | +2.0% | 0.0% | +2.0% | +1.7% |
| 3M | +19.7% | +6.7% | +13.1% | +16.2% |
| 6M | +30.6% | +38.8% | -8.2% | +13.3% |
| YTD | +28.8% | +55.2% | -26.3% | +6.4% |
| 1Y | +57.8% | +46.6% | +11.2% | +32.9% |
| 3Y | +338.1% | +112.9% | +225.2% | +208.2% |
| 5Y | +384.2% | +144.0% | +240.2% | +215.9% |
| 10Y | +353.1% | +132.4% | +220.7% | +201.5% |
| All | +197.7% | +350.8% | -153.1% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling