+32.8%
SNOW vs ARMK
+190.9%
-158.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.0% |
| 7D | +2.8% | -2.4% | +5.2% | +4.0% |
| 30D | +6.4% | 0.0% | +6.4% | +6.1% |
| 3M | +38.1% | +6.7% | +31.4% | +33.4% |
| 6M | +100.4% | +38.8% | +61.6% | +68.7% |
| YTD | +53.7% | +55.2% | -1.5% | +22.1% |
| 1Y | +52.0% | +46.6% | +5.3% | +23.8% |
| 3Y | +114.7% | +112.9% | +1.8% | +42.2% |
| 5Y | +8.8% | +144.0% | -135.2% | -32.3% |
| All | +32.8% | +190.9% | -158.1% | -11.6% |
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