+75.7%
SAP vs ARMK
+106.1%
-30.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -2.5% | +2.8% | -5.3% | -3.4% |
| 30D | +7.5% | -1.8% | +9.2% | +7.6% |
| 3M | +11.6% | -10.9% | +22.5% | +15.2% |
| 6M | +37.6% | +21.2% | +16.4% | +27.3% |
| YTD | -2.0% | +47.0% | -49.0% | -15.9% |
| 1Y | -6.4% | +42.9% | -49.2% | -18.9% |
| 3Y | +67.7% | +95.0% | -27.3% | +25.1% |
| 5Y | +75.7% | +106.2% | -30.5% | +20.8% |
| All | +75.7% | +106.1% | -30.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling