+165.0%
ARMK vs ALC
+31.8%
+133.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +5.4% |
| 7D | -2.6% | +4.9% | -7.5% | -5.2% |
| 30D | -5.2% | +19.0% | -24.1% | -13.4% |
| 3M | -6.5% | +7.8% | -14.3% | -10.6% |
| 6M | +15.3% | +14.6% | +0.7% | +6.3% |
| YTD | +43.6% | -4.4% | +48.0% | +44.0% |
| 1Y | +42.1% | +1.4% | +40.7% | +37.9% |
| 3Y | +94.0% | +2.5% | +91.5% | +78.7% |
| 5Y | +96.3% | -10.9% | +107.1% | +92.5% |
| All | +165.0% | +31.8% | +133.2% | +88.4% |
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