+230.8%
ARMK vs ALLY
+101.5%
+129.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.5% | -3.3% |
| 7D | -10.2% | -1.1% | -9.1% | -9.9% |
| 30D | -9.3% | +4.2% | -13.5% | -11.1% |
| 3M | -11.4% | -12.4% | +1.0% | -6.4% |
| 6M | +11.6% | -8.7% | +20.3% | +15.1% |
| YTD | +37.5% | -11.6% | +49.1% | +43.1% |
| 1Y | +34.9% | +0.2% | +34.8% | +32.5% |
| 3Y | +83.4% | +57.1% | +26.3% | +38.7% |
| 5Y | +87.9% | -6.8% | +94.7% | +73.4% |
| 10Y | +117.0% | +200.4% | -83.4% | +14.5% |
| All | +230.8% | +101.5% | +129.3% | +85.6% |
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 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