-25.6%
SNOW vs ARMK
+96.3%
-121.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | -0.5% |
| 7D | -9.9% | -2.6% | -7.2% | -8.3% |
| 30D | -17.1% | -5.2% | -11.9% | -14.3% |
| 3M | -13.2% | -6.5% | -6.7% | -10.1% |
| 6M | +97.4% | +15.3% | +82.2% | +76.8% |
| YTD | +25.8% | +43.6% | -17.8% | -4.4% |
| 1Y | +4.2% | +42.1% | -37.8% | -20.4% |
| 3Y | +91.3% | +94.0% | -2.7% | +8.9% |
| All | -25.6% | +96.3% | -121.9% | -60.5% |
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