+14.6%
SNOW vs ARMK
+176.3%
-161.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | +2.7% | +2.8% | +4.2% |
| 30D | -13.2% | -1.5% | -11.7% | -12.5% |
| 3M | -13.7% | -11.6% | -2.2% | -8.7% |
| 6M | +91.0% | +6.7% | +84.2% | +84.0% |
| YTD | +32.7% | +47.4% | -14.8% | +7.8% |
| 1Y | +13.3% | +41.5% | -28.2% | -6.2% |
| 3Y | +83.4% | +95.5% | -12.2% | +26.6% |
| 5Y | -24.7% | +108.4% | -133.1% | -52.1% |
| All | +14.6% | +176.3% | -161.7% | -21.9% |
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