+265.2%
SU vs ARMK
+146.1%
+119.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.3% |
| 7D | +2.2% | +3.1% | -0.9% | +1.0% |
| 30D | +8.4% | -2.8% | +11.2% | +9.5% |
| 3M | +12.1% | +7.6% | +4.5% | +8.7% |
| 6M | +19.7% | +47.9% | -28.2% | +1.9% |
| YTD | +58.4% | +60.0% | -1.6% | +30.3% |
| 1Y | +67.2% | +52.2% | +15.0% | +39.8% |
| 3Y | +125.0% | +131.4% | -6.4% | +54.0% |
| 5Y | +355.1% | +163.2% | +191.8% | +185.2% |
| All | +265.2% | +146.1% | +119.1% | +138.2% |
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 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