+122.4%
ARMK vs ALLY
+189.4%
-66.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +5.2% |
| 7D | -2.6% | +0.9% | -3.6% | -3.2% |
| 30D | -5.2% | +3.1% | -8.3% | -6.8% |
| 3M | -6.5% | -12.6% | +6.1% | -0.9% |
| 6M | +15.3% | -12.4% | +27.7% | +21.4% |
| YTD | +43.6% | -13.2% | +56.7% | +50.9% |
| 1Y | +42.1% | +1.8% | +40.2% | +38.1% |
| 3Y | +94.0% | +58.0% | +36.0% | +42.3% |
| 5Y | +96.3% | -8.4% | +104.7% | +81.6% |
| All | +122.4% | +189.4% | -66.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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