+212.1%
ALLE vs ARMK
+131.1%
+81.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.6% | +7.1% | -5.6% | -0.5% |
| 30D | +24.1% | -1.6% | +25.7% | +24.2% |
| 3M | +14.8% | -10.5% | +25.4% | +18.2% |
| 6M | +45.9% | +11.8% | +34.1% | +40.2% |
| YTD | +20.7% | +47.3% | -26.5% | +6.4% |
| 1Y | +14.2% | +41.5% | -27.3% | +1.8% |
| 3Y | +90.7% | +95.3% | -4.6% | +52.0% |
| 5Y | +50.6% | +108.1% | -57.6% | +16.5% |
| All | +212.1% | +131.1% | +81.0% | +142.0% |
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 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