+46.7%
SRE vs ARMK
+144.7%
-98.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | -0.7% | 0.0% | -0.8% | -0.8% |
| 3M | -6.3% | +6.7% | -13.0% | -7.7% |
| 6M | -10.7% | +38.8% | -49.5% | -17.4% |
| YTD | -3.5% | +55.2% | -58.6% | -13.2% |
| 1Y | +5.3% | +46.6% | -41.3% | -4.2% |
| 3Y | +31.8% | +112.9% | -81.1% | +8.6% |
| All | +46.7% | +144.7% | -98.0% | +16.3% |
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