+87.5%
SYY vs ARMK
+130.7%
-43.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | 0.0% | +2.8% | -2.8% | -1.3% |
| 30D | -2.2% | -1.8% | -0.5% | -1.9% |
| 3M | -8.0% | -10.9% | +2.8% | -3.6% |
| 6M | +7.5% | +21.2% | -13.8% | -3.3% |
| YTD | +7.4% | +47.0% | -39.6% | -12.5% |
| 1Y | +4.9% | +42.9% | -38.0% | -13.5% |
| 3Y | +24.1% | +95.0% | -70.9% | -15.6% |
| 5Y | +13.4% | +106.2% | -92.9% | -27.5% |
| 10Y | +87.5% | +131.6% | -44.1% | -5.2% |
| All | +87.5% | +130.7% | -43.2% | -5.2% |
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