+144.5%
ARMK vs ALHC
-33.5%
+178.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | 0.0% | -1.0% | +1.0% | 0.0% |
| 3M | +6.7% | -10.2% | +16.8% | +6.6% |
| 6M | +38.8% | -28.3% | +67.1% | +40.8% |
| YTD | +55.2% | -31.4% | +86.6% | +57.7% |
| 1Y | +46.6% | -16.9% | +63.5% | +46.2% |
| 3Y | +112.9% | +135.5% | -22.6% | +83.8% |
| All | +144.5% | -33.5% | +178.0% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling