+115.4%
ARMK vs ALHC
-28.9%
+144.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +40.7% |
| YTD | +55.2% | -31.4% | +86.6% | +57.6% |
| 1Y | +46.6% | -16.9% | +63.5% | +46.3% |
| 3Y | +112.9% | +135.5% | -22.6% | +86.5% |
| 5Y | +144.0% | -33.6% | +177.6% | +125.4% |
| All | +115.4% | -28.9% | +144.3% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling