+67.8%
SAP vs ARMK
+96.1%
-28.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -2.5% | +2.8% | -5.3% | -3.0% |
| 30D | +7.5% | -1.8% | +9.2% | +7.6% |
| 3M | +11.6% | -10.9% | +22.5% | +14.1% |
| 6M | +37.6% | +21.2% | +16.4% | +30.2% |
| YTD | -2.0% | +47.0% | -49.0% | -12.6% |
| 1Y | -6.4% | +42.9% | -49.2% | -15.8% |
| All | +67.8% | +96.1% | -28.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling