+238.8%
SU vs ARMK
+131.4%
+107.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.7% | +2.7% | -0.9% | +0.6% |
| 30D | -7.9% | -1.5% | -6.4% | -7.6% |
| 3M | +7.5% | -11.6% | +19.1% | +12.1% |
| 6M | +7.2% | +6.7% | +0.5% | +3.6% |
| YTD | +60.9% | +47.4% | +13.5% | +36.0% |
| 1Y | +63.6% | +41.5% | +22.2% | +40.3% |
| 3Y | +128.9% | +95.5% | +33.3% | +67.3% |
| 5Y | +228.3% | +108.4% | +119.9% | +126.4% |
| All | +238.8% | +131.4% | +107.4% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling