+207.4%
ALAB vs ARMK
+71.2%
+136.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.5% | +1.8% | +4.3% |
| 7D | -26.3% | -2.6% | -23.6% | -25.2% |
| 30D | -50.1% | -5.2% | -44.9% | -48.6% |
| 3M | -42.5% | -6.5% | -36.0% | -40.7% |
| 6M | -10.8% | +15.3% | -26.1% | -16.1% |
| YTD | +14.6% | +43.6% | -29.0% | -2.5% |
| 1Y | +17.1% | +42.1% | -24.9% | -0.2% |
| All | +207.4% | +71.2% | +136.2% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling