+107.6%
ARMK vs ALHC
-61.8%
+169.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +0.9% | +3.9% | -2.9% | +0.5% |
| 30D | -0.4% | -3.6% | +3.3% | -0.2% |
| 3M | -2.0% | -49.4% | +47.4% | +2.6% |
| 6M | +22.0% | -59.5% | +81.4% | +28.6% |
| YTD | +49.6% | -63.2% | +112.8% | +58.4% |
| 1Y | +46.4% | -55.5% | +101.8% | +52.3% |
| 3Y | +103.2% | +23.0% | +80.2% | +87.1% |
| 5Y | +108.1% | -65.7% | +173.9% | +101.8% |
| All | +107.6% | -61.8% | +169.5% | +100.8% |
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 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