-34.2%
ALB vs ARMK
+114.7%
-148.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.0% |
| 7D | -8.1% | -2.4% | -5.7% | -7.0% |
| 30D | +6.3% | 0.0% | +6.2% | +6.0% |
| 3M | -23.6% | +6.7% | -30.2% | -26.4% |
| 6M | -24.6% | +38.8% | -63.4% | -37.8% |
| YTD | -10.3% | +55.2% | -65.5% | -30.7% |
| 1Y | +61.5% | +46.6% | +14.8% | +28.4% |
| All | -34.2% | +114.7% | -148.8% | -58.6% |
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