+256.3%
ARMK vs ALK
+17.2%
+239.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.6% | -2.6% |
| 7D | -10.2% | +7.1% | -17.3% | -12.9% |
| 30D | -9.3% | -3.0% | -6.3% | -9.0% |
| 3M | -11.4% | -25.6% | +14.3% | -1.9% |
| 6M | +11.6% | +0.5% | +11.1% | +7.7% |
| YTD | +37.5% | -23.1% | +60.5% | +44.1% |
| 1Y | +34.9% | -7.5% | +42.5% | +30.4% |
| 3Y | +83.4% | +15.3% | +68.1% | +47.1% |
| 5Y | +87.9% | -34.8% | +122.7% | +90.6% |
| 10Y | +117.0% | -41.2% | +158.2% | +94.9% |
| All | +256.3% | +17.2% | +239.1% | +190.8% |
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 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