+129.4%
ARMK vs ALK
-37.5%
+166.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +1.4% |
| 7D | +0.9% | +8.9% | -8.0% | -2.8% |
| 30D | -0.4% | +5.9% | -6.3% | -3.5% |
| 3M | -2.0% | -16.5% | +14.6% | +4.2% |
| 6M | +22.0% | +2.1% | +19.8% | +16.9% |
| YTD | +49.6% | -17.1% | +66.7% | +52.4% |
| 1Y | +46.4% | -2.9% | +49.2% | +38.4% |
| 3Y | +103.2% | +24.5% | +78.7% | +54.2% |
| 5Y | +108.1% | -29.1% | +137.2% | +103.4% |
| 10Y | +129.4% | -39.1% | +168.6% | +92.3% |
| All | +129.4% | -37.5% | +166.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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