+131.7%
ARMK vs ALM
+2,950.3%
-2,818.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -2.3% |
| 30D | 0.0% | +32.0% | -32.0% | -1.3% |
| 3M | +6.7% | -15.0% | +21.7% | +6.9% |
| 6M | +38.8% | -10.1% | +48.9% | +38.1% |
| YTD | +55.2% | +99.4% | -44.2% | +48.7% |
| 1Y | +46.6% | +316.4% | -269.7% | +35.2% |
| 3Y | +112.9% | +2,022.0% | -1,909.1% | +74.4% |
| 5Y | +144.0% | +941.2% | -797.2% | +104.7% |
| All | +131.7% | +2,950.3% | -2,818.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling