+236.6%
SAP vs ARMK
+131.4%
+105.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +2.7% | -2.0% | 0.0% |
| 30D | +6.5% | -1.5% | +8.0% | +6.6% |
| 3M | +12.2% | -11.6% | +23.8% | +15.0% |
| 6M | +46.1% | +6.7% | +39.3% | +43.0% |
| YTD | -1.6% | +47.4% | -49.0% | -11.2% |
| 1Y | -5.1% | +41.5% | -46.6% | -13.5% |
| 3Y | +68.4% | +95.5% | -27.2% | +40.5% |
| 5Y | +79.4% | +108.4% | -29.0% | +46.0% |
| All | +236.6% | +131.4% | +105.2% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling