+203.5%
SYY vs ARMK
+330.5%
-127.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | +4.7% | -0.7% | +5.5% | +4.9% |
| 30D | -0.7% | -1.3% | +0.7% | -0.5% |
| 3M | -6.8% | -2.5% | -4.3% | -6.5% |
| 6M | +8.6% | +20.8% | -12.2% | -1.6% |
| YTD | +8.4% | +48.2% | -39.8% | -11.1% |
| 1Y | +7.1% | +45.7% | -38.6% | -11.7% |
| 3Y | +25.2% | +96.6% | -71.3% | -13.4% |
| 5Y | +13.0% | +106.6% | -93.6% | -25.9% |
| 10Y | +88.9% | +132.6% | -43.7% | -0.7% |
| All | +203.5% | +330.5% | -127.0% | +48.2% |
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 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