+280.4%
SONY vs ARMK
+138.5%
+141.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.6% |
| 30D | -0.4% | -5.9% | +5.6% | +1.0% |
| 3M | +13.3% | +6.7% | +6.6% | +11.5% |
| 6M | +8.5% | +42.5% | -34.1% | -0.1% |
| YTD | -8.1% | +55.1% | -63.3% | -17.0% |
| 1Y | -17.9% | +50.3% | -68.2% | -25.4% |
| 3Y | +41.4% | +122.2% | -80.7% | +17.2% |
| 5Y | +9.3% | +155.2% | -145.9% | -12.5% |
| All | +280.4% | +138.5% | +141.9% | +224.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling