+399.4%
ALLE vs ARMK
+299.4%
+100.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.7% |
| 7D | 0.0% | -10.2% | +10.3% | +3.3% |
| 30D | +20.6% | -9.3% | +29.9% | +23.7% |
| 3M | +11.4% | -11.4% | +22.8% | +15.0% |
| 6M | +42.5% | +11.6% | +30.9% | +36.8% |
| YTD | +18.9% | +37.5% | -18.6% | +6.7% |
| 1Y | +14.2% | +34.9% | -20.7% | +3.0% |
| 3Y | +90.7% | +83.4% | +7.3% | +54.2% |
| 5Y | +52.5% | +87.9% | -35.4% | +21.0% |
| 10Y | +231.2% | +117.0% | +114.2% | +147.7% |
| All | +399.4% | +299.4% | +100.0% | +232.5% |
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