-5.9%
SAP vs ARMK
+41.1%
-47.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +4.3% |
| 7D | +1.3% | -5.8% | +7.1% | +1.5% |
| 30D | +15.5% | -5.3% | +20.8% | +15.6% |
| 3M | +22.8% | -6.7% | +29.5% | +22.8% |
| 6M | +42.5% | +17.4% | +25.1% | +38.3% |
| YTD | +0.5% | +43.0% | -42.5% | -8.7% |
| 1Y | -5.9% | +40.3% | -46.3% | -14.0% |
| All | -5.9% | +41.1% | -47.0% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling