+8.9%
SRE vs ARMK
+48.9%
-40.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +0.8% | +2.4% | -1.5% | +0.5% |
| 3M | -5.8% | +6.1% | -11.8% | -6.3% |
| 6M | -7.8% | +41.8% | -49.6% | -11.2% |
| YTD | -2.4% | +55.5% | -57.9% | -7.0% |
| 1Y | +8.9% | +49.6% | -40.7% | +5.2% |
| All | +8.9% | +48.9% | -40.0% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling