+177.0%
SAP vs ARMK
+131.8%
+45.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | +9.0% | 0.0% | +9.0% | +8.8% |
| 3M | +14.9% | +6.7% | +8.3% | +13.0% |
| 6M | +11.9% | +38.8% | -26.9% | +3.0% |
| YTD | -9.9% | +55.2% | -65.1% | -19.4% |
| 1Y | -19.5% | +46.6% | -66.1% | -27.1% |
| 3Y | +61.8% | +112.9% | -51.1% | +32.7% |
| 5Y | +56.2% | +144.0% | -87.8% | +23.2% |
| All | +177.0% | +131.8% | +45.2% | +132.2% |
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