+94.0%
ARMK vs ALHC
+21.9%
+72.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.9% | +7.4% | +4.6% |
| 7D | -2.6% | +1.0% | -3.6% | -2.7% |
| 30D | -5.2% | -14.2% | +9.0% | -4.7% |
| 3M | -6.5% | -45.1% | +38.6% | -4.8% |
| 6M | +15.3% | -59.5% | +74.8% | +18.2% |
| YTD | +43.6% | -62.8% | +106.4% | +47.4% |
| 1Y | +42.1% | -55.5% | +97.5% | +44.8% |
| 3Y | +94.0% | +25.7% | +68.3% | +125.5% |
| All | +94.0% | +21.9% | +72.1% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling