+644.4%
SONY vs ARMK
+350.8%
+293.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | +9.4% | 0.0% | +9.4% | +9.3% |
| 3M | +10.5% | +6.7% | +3.8% | +8.6% |
| 6M | +11.7% | +38.8% | -27.1% | +3.0% |
| YTD | -4.1% | +55.2% | -59.2% | -13.9% |
| 1Y | -11.8% | +46.6% | -58.4% | -19.8% |
| 3Y | +45.9% | +112.9% | -67.0% | +20.5% |
| 5Y | +16.3% | +144.0% | -127.7% | -7.7% |
| 10Y | +297.6% | +132.4% | +165.2% | +221.4% |
| All | +644.4% | +350.8% | +293.6% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling