+425.4%
SN vs ARMK
+78.6%
+346.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.8% |
| 7D | +3.8% | -10.2% | +14.0% | +8.9% |
| 30D | +17.5% | -9.3% | +26.8% | +22.5% |
| 3M | +19.2% | -11.4% | +30.6% | +25.1% |
| 6M | +84.9% | +11.6% | +73.3% | +72.1% |
| YTD | +94.0% | +37.5% | +56.6% | +60.9% |
| 1Y | +151.3% | +34.9% | +116.4% | +110.4% |
| 3Y | +387.1% | +83.4% | +303.6% | +262.1% |
| All | +425.4% | +78.6% | +346.8% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling