+108.1%
ARMK vs ALM
+387.9%
-279.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.4% |
| 7D | +7.1% | -4.0% | +11.1% | +7.2% |
| 30D | -1.6% | -30.5% | +28.9% | -0.6% |
| 3M | -10.5% | -46.9% | +36.4% | -9.1% |
| 6M | +11.8% | -65.5% | +77.3% | +14.6% |
| YTD | +47.3% | -13.4% | +60.7% | +47.0% |
| 1Y | +41.5% | +9.8% | +31.7% | +40.3% |
| 3Y | +95.3% | +783.1% | -687.8% | +77.2% |
| 5Y | +108.1% | +378.3% | -270.1% | +92.0% |
| All | +108.1% | +387.9% | -279.8% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling