+7.9%
SNOW vs ARMK
+144.6%
-136.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | +2.8% | -2.4% | +5.2% | +4.4% |
| 30D | +6.4% | 0.0% | +6.4% | +5.9% |
| 3M | +38.1% | +6.7% | +31.4% | +31.9% |
| 6M | +100.4% | +38.8% | +61.6% | +59.5% |
| YTD | +53.7% | +55.2% | -1.5% | +13.0% |
| 1Y | +52.0% | +46.6% | +5.3% | +15.5% |
| 3Y | +114.7% | +112.9% | +1.8% | +18.7% |
| All | +7.9% | +144.6% | -136.7% | -49.5% |
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 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