+104.0%
ARMK vs ALHC
-59.6%
+163.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +2.8% | -5.5% | +8.3% | +3.2% |
| 30D | -1.8% | -4.9% | +3.2% | -1.5% |
| 3M | -10.9% | -41.7% | +30.9% | -7.7% |
| 6M | +21.2% | -55.2% | +76.4% | +26.8% |
| YTD | +47.0% | -61.1% | +108.1% | +55.0% |
| 1Y | +42.9% | -53.3% | +96.2% | +48.2% |
| 3Y | +95.0% | +28.2% | +66.8% | +79.1% |
| 5Y | +106.2% | -65.8% | +172.0% | +99.6% |
| All | +104.0% | -59.6% | +163.7% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling