+107.8%
ARMK vs ALC
-9.0%
+116.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +2.8% | -6.3% | +9.1% | +5.2% |
| 30D | -1.8% | +12.6% | -14.4% | -6.6% |
| 3M | -10.9% | -3.8% | -7.0% | -10.0% |
| 6M | +21.2% | +16.8% | +4.4% | +12.9% |
| YTD | +47.0% | -7.6% | +54.6% | +49.6% |
| 1Y | +42.9% | -5.9% | +48.7% | +44.2% |
| 3Y | +95.0% | +0.6% | +94.4% | +84.1% |
| All | +107.8% | -9.0% | +116.8% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling