+98.1%
ARMK vs ALLY
-9.5%
+107.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +5.0% |
| 7D | -2.6% | +0.9% | -3.6% | -3.0% |
| 30D | -5.2% | +3.1% | -8.3% | -6.3% |
| 3M | -6.5% | -12.6% | +6.1% | -2.6% |
| 6M | +15.3% | -12.4% | +27.7% | +19.6% |
| YTD | +43.6% | -13.2% | +56.7% | +48.9% |
| 1Y | +42.1% | +1.8% | +40.2% | +39.5% |
| 3Y | +94.0% | +58.0% | +36.0% | +57.7% |
| All | +98.1% | -9.5% | +107.6% | +103.5% |
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