-15.6%
SNPS vs ARMK
+114.7%
-130.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -11.0% | -2.4% | -8.6% | -10.2% |
| 30D | -1.7% | 0.0% | -1.8% | -2.0% |
| 3M | -20.4% | +6.7% | -27.0% | -22.7% |
| 6M | -8.6% | +38.8% | -47.4% | -21.2% |
| YTD | -16.2% | +55.2% | -71.3% | -31.4% |
| 1Y | -34.6% | +46.6% | -81.2% | -45.1% |
| All | -15.6% | +114.7% | -130.3% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling