-91.0%
SNAP vs ARMK
+96.3%
-187.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -5.8% |
| 7D | -7.1% | -2.6% | -4.5% | -5.4% |
| 30D | -14.6% | -5.2% | -9.4% | -11.6% |
| 3M | -5.0% | -6.5% | +1.5% | -1.2% |
| 6M | -18.8% | +15.3% | -34.1% | -29.5% |
| YTD | -38.5% | +43.6% | -82.1% | -55.9% |
| 1Y | -38.1% | +42.1% | -80.1% | -55.3% |
| 3Y | -53.8% | +94.0% | -147.8% | -76.9% |
| All | -91.0% | +96.3% | -187.3% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling