+214.8%
SAP vs ARMK
+123.7%
+91.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -5.1% |
| 7D | -0.7% | -2.6% | +2.0% | -0.2% |
| 30D | +11.1% | -5.2% | +16.3% | +12.1% |
| 3M | +17.0% | -6.5% | +23.6% | +18.3% |
| 6M | +34.8% | +15.3% | +19.6% | +29.4% |
| YTD | -2.2% | +43.6% | -45.8% | -11.2% |
| 1Y | -6.4% | +42.1% | -48.5% | -14.9% |
| 3Y | +75.1% | +94.0% | -18.9% | +46.4% |
| 5Y | +69.8% | +96.3% | -26.4% | +39.9% |
| All | +214.8% | +123.7% | +91.1% | +163.1% |
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