+302.2%
ARMK vs ALK
+27.3%
+274.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | 0.0% | -19.2% | +19.3% | +8.4% |
| 3M | +6.7% | -1.5% | +8.2% | +5.6% |
| 6M | +38.8% | -13.1% | +51.9% | +41.7% |
| YTD | +55.2% | -16.4% | +71.6% | +59.1% |
| 1Y | +46.6% | -33.1% | +79.7% | +63.2% |
| 3Y | +112.9% | +0.6% | +112.3% | +84.3% |
| 5Y | +144.0% | -26.4% | +170.4% | +137.9% |
| 10Y | +132.4% | -34.2% | +166.6% | +102.5% |
| All | +302.2% | +27.3% | +274.8% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling