+12.0%
SONY vs ARMK
+106.1%
-94.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.1% | +2.8% | -0.7% | +1.0% |
| 30D | +9.2% | -1.8% | +11.0% | +9.3% |
| 3M | +12.2% | -10.9% | +23.1% | +16.2% |
| 6M | +24.4% | +21.2% | +3.2% | +14.7% |
| YTD | +3.5% | +47.0% | -43.5% | -11.4% |
| 1Y | -9.2% | +42.9% | -52.0% | -21.5% |
| 3Y | +55.6% | +95.0% | -39.4% | +16.7% |
| 5Y | +12.0% | +106.2% | -94.3% | -22.9% |
| All | +12.0% | +106.1% | -94.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling