+186.4%
ARMK vs ALC
+24.0%
+162.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.4% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +6.7% | +5.9% | +0.8% | +3.2% |
| 6M | +38.8% | -15.9% | +54.7% | +49.7% |
| YTD | +55.2% | -10.1% | +65.3% | +61.5% |
| 1Y | +46.6% | -10.2% | +56.8% | +52.1% |
| 3Y | +112.9% | -13.6% | +126.5% | +117.2% |
| 5Y | +144.0% | -15.1% | +159.1% | +145.6% |
| All | +186.4% | +24.0% | +162.4% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling