+56.4%
SAP vs ARMK
+144.6%
-88.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | +9.0% | 0.0% | +9.0% | +8.7% |
| 3M | +14.9% | +6.7% | +8.3% | +12.2% |
| 6M | +11.9% | +38.8% | -26.9% | -0.4% |
| YTD | -9.9% | +55.2% | -65.1% | -23.2% |
| 1Y | -19.5% | +46.6% | -66.1% | -30.1% |
| 3Y | +61.8% | +112.9% | -51.1% | +19.1% |
| All | +56.4% | +144.6% | -88.2% | +6.6% |
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 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