+1,108.2%
SNPS vs ARMK
+330.5%
+777.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -9.8% | -1.3% | -8.5% | -9.4% |
| 3M | +11.7% | -2.5% | +14.2% | +12.4% |
| 6M | -10.9% | +20.8% | -31.7% | -15.9% |
| YTD | -2.1% | +48.2% | -50.3% | -12.8% |
| 1Y | +14.8% | +45.7% | -31.0% | +2.6% |
| 3Y | -11.3% | +96.6% | -107.9% | -27.2% |
| 5Y | +36.2% | +106.6% | -70.4% | +9.6% |
| 10Y | +684.5% | +132.6% | +551.9% | +511.1% |
| All | +1,108.2% | +330.5% | +777.7% | +755.4% |
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 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