+11.8%
SONY vs ARMK
+148.1%
-136.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.7% |
| 7D | -5.2% | +1.7% | -6.9% | -5.7% |
| 30D | +0.3% | +3.1% | -2.8% | -1.0% |
| 3M | +6.2% | +9.2% | -3.0% | +2.7% |
| 6M | +9.5% | +43.7% | -34.1% | -4.0% |
| YTD | -8.1% | +57.4% | -65.5% | -22.1% |
| 1Y | -17.9% | +51.9% | -69.8% | -29.7% |
| 3Y | +41.5% | +125.4% | -83.9% | +2.8% |
| 5Y | +11.8% | +149.1% | -137.2% | -22.3% |
| All | +11.8% | +148.1% | -136.3% | -22.3% |
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