+117.6%
ARMK vs ALLY
+63.1%
+54.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.4% | +3.7% | -6.1% | -3.4% |
| 30D | 0.0% | -2.3% | +2.3% | +0.6% |
| 3M | +6.7% | +3.8% | +2.8% | +5.4% |
| 6M | +38.8% | +9.7% | +29.1% | +34.8% |
| YTD | +55.2% | -1.4% | +56.6% | +54.8% |
| 1Y | +46.6% | +8.2% | +38.4% | +42.2% |
| All | +117.6% | +63.1% | +54.5% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling