+347.6%
SYK vs ARMK
+357.2%
-9.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.2% | -9.3% |
| 7D | -12.9% | +1.7% | -14.6% | -13.4% |
| 30D | -18.5% | +3.1% | -21.6% | -19.5% |
| 3M | -8.1% | +9.2% | -17.3% | -11.0% |
| 6M | -23.8% | +43.7% | -67.4% | -32.9% |
| YTD | -20.9% | +57.4% | -78.3% | -32.7% |
| 1Y | -29.0% | +51.9% | -80.8% | -38.9% |
| 3Y | -1.7% | +125.4% | -127.1% | -27.6% |
| 5Y | +4.0% | +149.1% | -145.1% | -27.4% |
| 10Y | +168.8% | +135.4% | +33.3% | +76.5% |
| All | +347.6% | +357.2% | -9.6% | +164.0% |
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