+86.7%
SYY vs ARMK
+131.4%
-44.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.3% | +2.7% | -2.4% | -0.9% |
| 30D | -4.8% | -1.5% | -3.3% | -4.6% |
| 3M | -7.1% | -11.6% | +4.5% | -2.2% |
| 6M | +6.8% | +6.7% | +0.1% | +2.3% |
| YTD | +7.7% | +47.4% | -39.8% | -12.4% |
| 1Y | +5.7% | +41.5% | -35.8% | -12.5% |
| 3Y | +24.6% | +95.5% | -71.0% | -15.4% |
| 5Y | +15.6% | +108.4% | -92.7% | -26.5% |
| All | +86.7% | +131.4% | -44.7% | -5.7% |
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