-77.7%
SNAP vs ARMK
+141.3%
-218.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.9% |
| 30D | +2.6% | 0.0% | +2.6% | +2.3% |
| 3M | -9.9% | +6.7% | -16.5% | -13.2% |
| 6M | +1.9% | +38.8% | -37.0% | -14.6% |
| YTD | -32.2% | +55.2% | -87.4% | -46.5% |
| 1Y | -22.8% | +46.6% | -69.5% | -37.4% |
| 3Y | -47.6% | +112.9% | -160.5% | -65.3% |
| 5Y | -92.7% | +144.0% | -236.7% | -95.4% |
| All | -77.7% | +141.3% | -218.9% | -87.8% |
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 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