+167.6%
SYK vs ARMK
+138.5%
+29.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | -0.9% | -11.4% | -12.1% |
| 30D | -22.4% | -5.9% | -16.5% | -20.9% |
| 3M | -12.3% | +6.7% | -19.0% | -14.5% |
| 6M | -24.3% | +42.5% | -66.9% | -33.3% |
| YTD | -22.8% | +55.1% | -77.9% | -34.1% |
| 1Y | -28.8% | +50.3% | -79.1% | -38.6% |
| 3Y | -4.0% | +122.2% | -126.2% | -29.3% |
| 5Y | +3.8% | +155.2% | -151.3% | -28.4% |
| All | +167.6% | +138.5% | +29.0% | +82.4% |
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