+75.1%
SAP vs ARMK
+91.9%
-16.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -5.0% |
| 7D | -0.7% | -2.6% | +2.0% | -0.3% |
| 30D | +11.1% | -5.2% | +16.3% | +12.0% |
| 3M | +17.0% | -6.5% | +23.6% | +18.1% |
| 6M | +34.8% | +15.3% | +19.6% | +29.0% |
| YTD | -2.2% | +43.6% | -45.8% | -12.5% |
| 1Y | -6.4% | +42.1% | -48.5% | -16.0% |
| 3Y | +75.1% | +94.0% | -18.9% | +47.1% |
| All | +75.1% | +91.9% | -16.8% | +47.1% |
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 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