+1,056.6%
SNPS vs ARMK
+299.4%
+757.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -3.8% |
| 7D | -10.2% | -10.2% | 0.0% | -7.4% |
| 30D | -12.8% | -9.3% | -3.6% | -10.4% |
| 3M | +9.9% | -11.4% | +21.2% | +13.4% |
| 6M | -12.4% | +11.6% | -24.0% | -15.4% |
| YTD | -6.3% | +37.5% | -43.7% | -14.8% |
| 1Y | +7.6% | +34.9% | -27.3% | -1.7% |
| 3Y | -9.8% | +83.4% | -93.2% | -24.5% |
| 5Y | +29.2% | +87.9% | -58.7% | +6.5% |
| 10Y | +663.8% | +117.0% | +546.8% | +506.4% |
| All | +1,056.6% | +299.4% | +757.2% | +736.2% |
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