+42.1%
ARMK vs ALM
+31.8%
+10.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.3% | +4.4% |
| 7D | -2.6% | -6.7% | +4.0% | -2.3% |
| 30D | -5.2% | -32.9% | +27.7% | -3.9% |
| 3M | -6.5% | -39.5% | +33.0% | -5.1% |
| 6M | +15.3% | -62.0% | +77.2% | +18.5% |
| YTD | +43.6% | -7.8% | +51.4% | +47.3% |
| 1Y | +42.1% | +26.7% | +15.4% | +47.8% |
| All | +42.1% | +31.8% | +10.2% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling