+398.8%
SN vs ARMK
+91.9%
+306.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +0.5% |
| 7D | +7.2% | -2.6% | +9.8% | +8.3% |
| 30D | +20.4% | -5.2% | +25.6% | +23.1% |
| 3M | +23.9% | -6.5% | +30.4% | +26.8% |
| 6M | +93.0% | +15.3% | +77.8% | +76.1% |
| YTD | +99.2% | +43.6% | +55.6% | +59.6% |
| 1Y | +142.6% | +42.1% | +100.5% | +95.5% |
| 3Y | +398.8% | +94.0% | +304.8% | +262.7% |
| All | +398.8% | +91.9% | +306.9% | +262.7% |
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