+455.3%
SN vs ARMK
+94.4%
+361.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.2% | +1.0% |
| 7D | +7.6% | +0.9% | +6.7% | +7.0% |
| 30D | +24.1% | -0.4% | +24.4% | +23.8% |
| 3M | +23.7% | -2.0% | +25.7% | +23.7% |
| 6M | +105.5% | +22.0% | +83.6% | +83.5% |
| YTD | +105.1% | +49.6% | +55.5% | +63.5% |
| 1Y | +148.3% | +46.4% | +101.9% | +100.2% |
| 3Y | +438.7% | +103.2% | +335.4% | +282.9% |
| All | +455.3% | +94.4% | +361.0% | +290.8% |
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 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