+108.1%
ARMK vs ALK
-29.1%
+137.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +2.0% |
| 7D | +0.9% | +8.9% | -8.0% | -1.9% |
| 30D | -0.4% | +5.9% | -6.3% | -2.7% |
| 3M | -2.0% | -16.5% | +14.6% | +3.0% |
| 6M | +22.0% | +2.1% | +19.8% | +18.2% |
| YTD | +49.6% | -17.1% | +66.7% | +52.6% |
| 1Y | +46.4% | -2.9% | +49.2% | +40.1% |
| 3Y | +103.2% | +24.5% | +78.7% | +55.1% |
| 5Y | +108.1% | -29.1% | +137.2% | +111.8% |
| All | +108.1% | -29.1% | +137.2% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling