+556.6%
SNPS vs ARMK
+136.6%
+419.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -5.5% | +1.7% | -7.2% | -5.9% |
| 30D | -5.8% | +3.1% | -8.9% | -6.7% |
| 3M | -17.2% | +9.2% | -26.4% | -19.4% |
| 6M | -10.4% | +43.7% | -54.0% | -19.4% |
| YTD | -16.5% | +57.4% | -73.9% | -26.9% |
| 1Y | -35.6% | +51.9% | -87.5% | -43.0% |
| 3Y | -14.6% | +125.4% | -140.0% | -32.3% |
| 5Y | +16.5% | +149.1% | -132.6% | -10.1% |
| 10Y | +556.6% | +135.4% | +421.1% | +446.1% |
| All | +556.6% | +136.6% | +419.9% | +446.1% |
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