+124.4%
ALB vs ARMK
+350.8%
-226.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.1% |
| 7D | -8.1% | -2.4% | -5.7% | -7.3% |
| 30D | +6.3% | 0.0% | +6.2% | +6.0% |
| 3M | -23.6% | +6.7% | -30.2% | -25.6% |
| 6M | -24.6% | +38.8% | -63.4% | -33.7% |
| YTD | -10.3% | +55.2% | -65.5% | -24.3% |
| 1Y | +61.5% | +46.6% | +14.8% | +38.8% |
| 3Y | -34.0% | +112.9% | -146.9% | -50.4% |
| 5Y | -44.6% | +144.0% | -188.6% | -60.3% |
| 10Y | +76.1% | +132.4% | -56.3% | +37.5% |
| All | +124.4% | +350.8% | -226.5% | +57.6% |
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 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