-78.5%
SNAP vs ARMK
+129.2%
-207.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +6.0% | +2.7% | +3.4% | +4.6% |
| 30D | -13.8% | -1.5% | -12.3% | -13.4% |
| 3M | -0.8% | -11.6% | +10.8% | +5.0% |
| 6M | -6.2% | +6.7% | -13.0% | -10.2% |
| YTD | -34.8% | +47.4% | -82.2% | -47.4% |
| 1Y | -38.7% | +41.5% | -80.2% | -49.5% |
| 3Y | -53.5% | +95.5% | -149.0% | -68.0% |
| 5Y | -90.2% | +108.4% | -198.6% | -93.3% |
| All | -78.5% | +129.2% | -207.7% | -88.0% |
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