+273.4%
ARMK vs ALLY
+124.8%
+148.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.4% | +3.7% | -6.1% | -4.0% |
| 30D | 0.0% | -2.3% | +2.3% | +1.0% |
| 3M | +6.7% | +3.8% | +2.8% | +4.5% |
| 6M | +38.8% | +9.7% | +29.1% | +32.1% |
| YTD | +55.2% | -1.4% | +56.6% | +54.4% |
| 1Y | +46.6% | +8.2% | +38.4% | +39.2% |
| 3Y | +112.9% | +66.5% | +46.4% | +57.1% |
| 5Y | +144.0% | +1.2% | +142.8% | +117.1% |
| 10Y | +132.4% | +191.4% | -59.0% | +20.7% |
| All | +273.4% | +124.8% | +148.6% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling