+272.1%
ARMK vs ALM
+279.9%
-7.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.3% | +4.4% |
| 7D | -2.6% | -6.7% | +4.0% | -2.4% |
| 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% | +18.3% |
| YTD | +43.6% | -7.8% | +51.4% | +42.5% |
| 1Y | +42.1% | +26.7% | +15.4% | +39.2% |
| 3Y | +94.0% | +825.4% | -731.4% | +72.7% |
| 5Y | +96.3% | +401.2% | -305.0% | +76.3% |
| 10Y | +126.7% | +2,074.0% | -1,947.4% | +93.6% |
| All | +272.1% | +279.9% | -7.8% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling