+104.6%
ARMK vs ALHC
-61.4%
+166.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -1.5% | -10.6% | +9.1% | -0.8% |
| 3M | -11.6% | -45.3% | +33.8% | -8.0% |
| 6M | +6.7% | -59.7% | +66.5% | +12.6% |
| YTD | +47.4% | -62.7% | +110.2% | +55.9% |
| 1Y | +41.5% | -56.1% | +97.6% | +47.4% |
| 3Y | +95.5% | +21.3% | +74.3% | +80.4% |
| 5Y | +108.4% | -66.0% | +174.4% | +102.0% |
| All | +104.6% | -61.4% | +166.0% | +97.7% |
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