+98.1%
ARMK vs ALK
-34.8%
+132.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.8% | +4.3% |
| 7D | -2.6% | +9.0% | -11.7% | -5.5% |
| 30D | -5.2% | -1.6% | -3.6% | -5.2% |
| 3M | -6.5% | -23.2% | +16.7% | +0.8% |
| 6M | +15.3% | -3.9% | +19.1% | +13.8% |
| YTD | +43.6% | -22.6% | +66.2% | +49.6% |
| 1Y | +42.1% | -5.3% | +47.4% | +36.6% |
| 3Y | +94.0% | +18.6% | +75.4% | +49.5% |
| All | +98.1% | -34.8% | +132.8% | +105.7% |
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