+447.8%
SN vs ARMK
+91.5%
+356.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.5% | +2.7% | -1.1% | +0.3% |
| 30D | +21.5% | -1.5% | +23.0% | +21.9% |
| 3M | +20.0% | -11.6% | +31.6% | +26.6% |
| 6M | +119.9% | +6.7% | +113.2% | +110.8% |
| YTD | +102.3% | +47.4% | +54.9% | +62.4% |
| 1Y | +148.0% | +41.5% | +106.5% | +103.5% |
| 3Y | +450.0% | +95.5% | +354.5% | +296.5% |
| All | +447.8% | +91.5% | +356.2% | +288.1% |
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