+105.7%
ARMK vs ALHC
-59.7%
+165.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.5% | -1.4% |
| 7D | -0.7% | +3.8% | -4.5% | -1.1% |
| 30D | -1.3% | +1.7% | -3.0% | -1.6% |
| 3M | -2.5% | -44.3% | +41.9% | +1.3% |
| 6M | +20.8% | -57.2% | +78.0% | +26.9% |
| YTD | +48.2% | -61.2% | +109.4% | +56.2% |
| 1Y | +45.7% | -53.2% | +98.9% | +51.1% |
| 3Y | +96.6% | +27.8% | +68.7% | +80.5% |
| 5Y | +106.6% | -65.4% | +172.0% | +99.9% |
| All | +105.7% | -59.7% | +165.4% | +98.1% |
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