-11.9%
ALB vs ARMK
+96.1%
-108.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +1.1% | +2.8% | -1.7% | -0.4% |
| 30D | -2.6% | -1.8% | -0.8% | -2.2% |
| 3M | -25.6% | -10.9% | -14.7% | -21.7% |
| 6M | -54.0% | +21.2% | -75.3% | -59.1% |
| YTD | -31.6% | +47.0% | -78.6% | -45.6% |
| 1Y | -6.6% | +42.9% | -49.4% | -24.7% |
| All | -11.9% | +96.1% | -108.0% | -36.0% |
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