-79.7%
SNAP vs ARMK
+123.2%
-203.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -4.7% |
| 7D | -7.1% | -2.6% | -4.5% | -5.9% |
| 30D | -14.6% | -5.2% | -9.4% | -12.6% |
| 3M | -5.0% | -6.5% | +1.5% | -2.3% |
| 6M | -18.8% | +15.3% | -34.1% | -25.5% |
| YTD | -38.5% | +43.6% | -82.1% | -49.7% |
| 1Y | -38.1% | +42.1% | -80.1% | -49.1% |
| 3Y | -53.8% | +94.0% | -147.8% | -68.1% |
| 5Y | -90.7% | +96.3% | -186.9% | -93.5% |
| All | -79.7% | +123.2% | -203.0% | -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 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