+219.2%
ALLE vs ARMK
+123.7%
+95.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -2.2% |
| 7D | -0.6% | -2.6% | +2.1% | +0.1% |
| 30D | +25.3% | -5.2% | +30.5% | +26.8% |
| 3M | +10.3% | -6.5% | +16.8% | +11.9% |
| 6M | +38.0% | +15.3% | +22.8% | +31.3% |
| YTD | +17.8% | +43.6% | -25.8% | +4.6% |
| 1Y | +13.6% | +42.1% | -28.4% | +1.1% |
| 3Y | +89.2% | +94.0% | -4.8% | +51.3% |
| 5Y | +51.1% | +96.3% | -45.2% | +18.9% |
| All | +219.2% | +123.7% | +95.5% | +150.0% |
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