+132.6%
ARMK vs ALLY
+182.8%
-50.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.1% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -1.3% | +1.1% | -2.5% | -2.1% |
| 3M | -2.5% | -13.2% | +10.7% | +3.7% |
| 6M | +20.8% | -13.5% | +34.3% | +28.0% |
| YTD | +48.2% | -14.3% | +62.5% | +56.7% |
| 1Y | +45.7% | -1.1% | +46.9% | +43.7% |
| 3Y | +96.6% | +62.0% | +34.5% | +41.9% |
| 5Y | +106.6% | -9.6% | +116.2% | +92.3% |
| 10Y | +132.6% | +176.0% | -43.4% | +20.6% |
| All | +132.6% | +182.8% | -50.3% | +20.6% |
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