+934.5%
SNPS vs ARMK
+350.8%
+583.7%
-42.3%
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% | -5.2% |
| 7D | -11.0% | -2.4% | -8.6% | -10.4% |
| 30D | -1.7% | 0.0% | -1.8% | -1.9% |
| 3M | -20.4% | +6.7% | -27.0% | -22.0% |
| 6M | -8.6% | +38.8% | -47.4% | -17.1% |
| YTD | -16.2% | +55.2% | -71.3% | -26.3% |
| 1Y | -34.6% | +46.6% | -81.2% | -41.6% |
| 3Y | -14.5% | +112.9% | -127.4% | -31.3% |
| 5Y | +17.0% | +144.0% | -127.0% | -9.5% |
| 10Y | +560.0% | +132.4% | +427.6% | +414.7% |
| All | +934.5% | +350.8% | +583.7% | +623.0% |
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