+279.1%
SONY vs ARMK
+139.2%
+140.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -1.6% | +2.4% | -4.0% | -2.2% |
| 3M | +10.0% | +6.1% | +3.9% | +8.4% |
| 6M | +8.4% | +41.8% | -33.3% | 0.0% |
| YTD | -8.4% | +55.5% | -64.0% | -17.4% |
| 1Y | -18.4% | +49.6% | -67.9% | -25.7% |
| 3Y | +41.0% | +122.8% | -81.8% | +16.7% |
| 5Y | +9.3% | +151.0% | -141.7% | -12.3% |
| All | +279.1% | +139.2% | +140.0% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling