+24.0%
SYY vs ARMK
+125.3%
-101.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | -5.3% | +3.1% | -8.4% | -6.0% |
| 3M | +5.1% | +9.2% | -4.1% | +3.0% |
| 6M | -5.0% | +43.7% | -48.7% | -12.7% |
| YTD | +10.7% | +57.4% | -46.7% | -0.7% |
| 1Y | +0.7% | +51.9% | -51.2% | -9.1% |
| 3Y | +24.0% | +125.4% | -101.4% | 0.0% |
| All | +24.0% | +125.3% | -101.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling