+41.5%
SONY vs ARMK
+125.3%
-83.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.6% |
| 7D | -5.2% | +1.7% | -6.9% | -5.6% |
| 30D | +0.3% | +3.1% | -2.8% | -0.8% |
| 3M | +6.2% | +9.2% | -3.0% | +3.2% |
| 6M | +9.5% | +43.7% | -34.1% | -2.5% |
| YTD | -8.1% | +57.4% | -65.5% | -20.6% |
| 1Y | -17.9% | +51.9% | -69.8% | -28.4% |
| 3Y | +41.5% | +125.4% | -83.9% | +10.2% |
| All | +41.5% | +125.3% | -83.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling