+210.5%
ALLE vs ARMK
+130.7%
+79.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | +27.4% | -1.8% | +29.1% | +27.5% |
| 3M | +13.8% | -10.9% | +24.7% | +17.3% |
| 6M | +45.5% | +21.2% | +24.3% | +36.3% |
| YTD | +21.4% | +47.0% | -25.6% | +7.0% |
| 1Y | +15.4% | +42.9% | -27.5% | +2.5% |
| 3Y | +91.7% | +95.0% | -3.3% | +52.9% |
| 5Y | +54.5% | +106.2% | -51.7% | +19.9% |
| 10Y | +210.5% | +131.6% | +78.9% | +140.9% |
| All | +210.5% | +130.7% | +79.8% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling