+26.6%
ALNY vs ARMK
+121.1%
-94.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -3.5% | +0.3% | -3.9% | -3.6% |
| 30D | +18.9% | +2.4% | +16.5% | +18.0% |
| 3M | -13.3% | +6.1% | -19.4% | -14.8% |
| 6M | -20.3% | +41.8% | -62.0% | -27.6% |
| YTD | -35.1% | +55.5% | -90.7% | -42.4% |
| 1Y | -46.5% | +49.6% | -96.1% | -52.2% |
| All | +26.6% | +121.1% | -94.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling