+28.4%
SNPS vs ARMK
+87.9%
-59.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -3.0% |
| 7D | -10.2% | -10.2% | 0.0% | -5.4% |
| 30D | -12.8% | -9.3% | -3.6% | -8.6% |
| 3M | +9.9% | -11.4% | +21.2% | +15.9% |
| 6M | -12.4% | +11.6% | -24.0% | -18.0% |
| YTD | -6.3% | +37.5% | -43.7% | -21.5% |
| 1Y | +7.6% | +34.9% | -27.3% | -9.2% |
| 3Y | -9.8% | +83.4% | -93.2% | -36.7% |
| All | +28.4% | +87.9% | -59.5% | -16.7% |
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