-79.4%
SNAP vs ARMK
+132.6%
-212.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -0.2% |
| 7D | -7.3% | +0.9% | -8.3% | -7.8% |
| 30D | -18.9% | -0.4% | -18.6% | -19.0% |
| 3M | -5.3% | -2.0% | -3.3% | -4.9% |
| 6M | -16.9% | +22.0% | -38.9% | -25.9% |
| YTD | -37.4% | +49.6% | -87.0% | -49.8% |
| 1Y | -38.5% | +46.4% | -84.8% | -50.2% |
| 3Y | -55.1% | +103.2% | -158.3% | -69.7% |
| 5Y | -90.8% | +108.1% | -198.9% | -93.7% |
| All | -79.4% | +132.6% | -212.0% | -88.5% |
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 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