+319.5%
SN vs ARMK
+101.6%
+217.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | -9.3% | -2.4% | -6.9% | -8.3% |
| 30D | -4.8% | 0.0% | -4.8% | -5.2% |
| 3M | +40.4% | +6.7% | +33.8% | +35.4% |
| 6M | +50.9% | +38.8% | +12.1% | +26.8% |
| YTD | +54.9% | +55.2% | -0.2% | +22.0% |
| 1Y | +43.0% | +46.6% | -3.6% | +15.9% |
| 3Y | +391.8% | +112.9% | +278.9% | +242.5% |
| All | +319.5% | +101.6% | +217.9% | +191.6% |
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 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