+236.1%
ALNY vs ARMK
+146.1%
+90.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -6.5% | +3.1% | -9.7% | -7.1% |
| 30D | +11.0% | -2.8% | +13.8% | +11.6% |
| 3M | -14.1% | +7.6% | -21.7% | -15.4% |
| 6M | -22.4% | +47.9% | -70.3% | -28.5% |
| YTD | -37.5% | +60.0% | -97.5% | -43.3% |
| 1Y | -46.9% | +52.2% | -99.2% | -51.5% |
| 3Y | +22.1% | +131.4% | -109.3% | +2.1% |
| 5Y | +31.2% | +163.2% | -132.0% | +7.1% |
| All | +236.1% | +146.1% | +90.0% | +187.6% |
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 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