-90.0%
SNAP vs ARMK
+106.1%
-196.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.4% |
| 7D | -9.8% | +2.8% | -12.6% | -11.5% |
| 30D | -18.2% | -1.8% | -16.5% | -17.6% |
| 3M | -3.1% | -10.9% | +7.8% | +4.8% |
| 6M | -7.1% | +21.2% | -28.4% | -22.6% |
| YTD | -33.8% | +47.0% | -80.8% | -53.4% |
| 1Y | -39.0% | +42.9% | -81.9% | -56.1% |
| 3Y | -52.8% | +95.0% | -147.8% | -76.4% |
| 5Y | -90.0% | +106.2% | -196.2% | -95.8% |
| All | -90.0% | +106.1% | -196.1% | -95.8% |
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