+210.7%
SYY vs ARMK
+350.8%
-140.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -2.3% | -2.4% | +0.1% | -1.3% |
| 30D | -4.9% | 0.0% | -5.0% | -5.2% |
| 3M | +8.4% | +6.7% | +1.7% | +4.9% |
| 6M | -7.4% | +38.8% | -46.2% | -20.9% |
| YTD | +11.0% | +55.2% | -44.2% | -10.3% |
| 1Y | -0.2% | +46.6% | -46.8% | -17.5% |
| 3Y | +23.8% | +112.9% | -89.1% | -17.2% |
| 5Y | +18.1% | +144.0% | -125.8% | -28.2% |
| 10Y | +94.6% | +132.4% | -37.8% | +1.9% |
| All | +210.7% | +350.8% | -140.1% | +49.5% |
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