+117.6%
ARMK vs ALC
-13.3%
+130.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.8% |
| 30D | 0.0% | -0.1% | +0.1% | +0.1% |
| 3M | +6.7% | +5.9% | +0.8% | +4.7% |
| 6M | +38.8% | -15.9% | +54.7% | +45.5% |
| YTD | +55.2% | -10.1% | +65.3% | +59.2% |
| 1Y | +46.6% | -10.2% | +56.8% | +50.2% |
| All | +117.6% | -13.3% | +130.9% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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