+129.4%
ARMK vs ALLY
+201.0%
-71.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.7% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -0.4% | +3.4% | -3.8% | -2.2% |
| 3M | -2.0% | -11.1% | +9.1% | +3.1% |
| 6M | +22.0% | -11.5% | +33.4% | +27.8% |
| YTD | +49.6% | -12.3% | +61.9% | +56.6% |
| 1Y | +46.4% | +1.1% | +45.2% | +42.8% |
| 3Y | +103.2% | +64.8% | +38.4% | +45.8% |
| 5Y | +108.1% | -6.9% | +115.0% | +90.9% |
| 10Y | +129.4% | +194.9% | -65.5% | +22.4% |
| All | +129.4% | +201.0% | -71.6% | +22.4% |
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