+130.6%
ARMK vs ALLY
+174.3%
-43.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -1.5% | +5.2% | -6.7% | -4.1% |
| 3M | -11.6% | -13.3% | +1.8% | -5.9% |
| 6M | +6.7% | -6.7% | +13.4% | +9.2% |
| YTD | +47.4% | -12.8% | +60.3% | +54.7% |
| 1Y | +41.5% | +0.7% | +40.8% | +38.3% |
| 3Y | +95.5% | +65.2% | +30.3% | +39.8% |
| 5Y | +108.4% | -10.1% | +118.5% | +95.0% |
| All | +130.6% | +174.3% | -43.7% | +18.9% |
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