+345.1%
ALNY vs ARMK
+350.8%
-5.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +12.2% | -2.4% | +14.6% | +12.8% |
| 30D | +16.3% | 0.0% | +16.3% | +16.2% |
| 3M | -12.4% | +6.7% | -19.0% | -13.8% |
| 6M | -18.7% | +38.8% | -57.5% | -25.0% |
| YTD | -33.1% | +55.2% | -88.3% | -39.9% |
| 1Y | -41.3% | +46.6% | -87.9% | -46.7% |
| 3Y | +32.3% | +112.9% | -80.6% | +8.8% |
| 5Y | +34.8% | +144.0% | -109.2% | +6.9% |
| 10Y | +284.7% | +132.4% | +152.3% | +218.7% |
| All | +345.1% | +350.8% | -5.8% | +187.7% |
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