+129.4%
ARMK vs DAR
+288.2%
-158.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.6% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | -0.4% | -12.8% | +12.5% | +4.4% |
| 3M | -2.0% | -11.6% | +9.6% | +1.6% |
| 6M | +22.0% | -16.8% | +38.7% | +28.3% |
| YTD | +49.6% | +45.9% | +3.7% | +27.5% |
| 1Y | +46.4% | +61.5% | -15.1% | +19.7% |
| 3Y | +103.2% | +23.0% | +80.3% | +71.3% |
| 5Y | +108.1% | -35.8% | +144.0% | +121.6% |
| 10Y | +129.4% | +280.4% | -150.9% | +5.8% |
| All | +129.4% | +288.2% | -158.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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