+56.1%
ALB vs ARMK
+48.0%
+8.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.3% |
| 7D | -8.1% | -2.4% | -5.7% | -7.6% |
| 30D | +6.3% | 0.0% | +6.2% | +6.5% |
| 3M | -23.6% | +6.7% | -30.2% | -24.6% |
| 6M | -24.6% | +38.8% | -63.4% | -32.5% |
| YTD | -10.3% | +55.2% | -65.5% | -21.2% |
| All | +56.1% | +48.0% | +8.1% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling