+46.6%
ARMK vs ALHC
-16.6%
+63.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | 0.0% | -1.0% | +1.0% | 0.0% |
| 3M | +6.7% | -10.2% | +16.8% | +6.0% |
| 6M | +38.8% | -28.3% | +67.1% | +40.0% |
| YTD | +55.2% | -31.4% | +86.6% | +54.7% |
| 1Y | +46.6% | -16.9% | +63.5% | +41.8% |
| All | +46.6% | -16.6% | +63.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling