+206.8%
SU vs ARMK
+350.8%
-144.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +3.6% | -2.4% | +6.0% | +4.4% |
| 30D | +7.9% | 0.0% | +7.8% | +7.6% |
| 3M | +3.5% | +6.7% | -3.2% | +0.8% |
| 6M | +19.0% | +38.8% | -19.9% | +4.4% |
| YTD | +55.0% | +55.2% | -0.2% | +30.0% |
| 1Y | +71.2% | +46.6% | +24.6% | +46.3% |
| 3Y | +117.4% | +112.9% | +4.5% | +56.6% |
| 5Y | +335.2% | +144.0% | +191.2% | +188.3% |
| 10Y | +248.7% | +132.4% | +116.3% | +123.1% |
| All | +206.8% | +350.8% | -144.0% | +79.3% |
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 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