+108.1%
ARMK vs ALLY
-6.7%
+114.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.9% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -0.4% | +3.4% | -3.8% | -1.6% |
| 3M | -2.0% | -11.1% | +9.1% | +1.6% |
| 6M | +22.0% | -11.5% | +33.4% | +26.1% |
| YTD | +49.6% | -12.3% | +61.9% | +54.7% |
| 1Y | +46.4% | +1.1% | +45.2% | +44.1% |
| 3Y | +103.2% | +64.8% | +38.4% | +62.7% |
| 5Y | +108.1% | -6.9% | +115.0% | +112.6% |
| All | +108.1% | -6.7% | +114.8% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling