+16.5%
SNOW vs ARMK
+177.8%
-161.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +0.2% | -0.7% | +1.0% | +0.6% |
| 30D | -19.8% | -1.3% | -18.5% | -19.3% |
| 3M | -11.6% | -2.5% | -9.2% | -11.0% |
| 6M | +94.0% | +20.8% | +73.2% | +75.5% |
| YTD | +34.8% | +48.2% | -13.4% | +9.3% |
| 1Y | +10.1% | +45.7% | -35.6% | -10.1% |
| 3Y | +84.4% | +96.6% | -12.2% | +27.0% |
| 5Y | -18.1% | +106.6% | -124.7% | -48.1% |
| All | +16.5% | +177.8% | -161.3% | -20.8% |
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 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