+131.6%
ARMK vs DAR
+290.1%
-158.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -2.5% |
| 7D | +2.8% | +3.6% | -0.8% | +1.5% |
| 30D | -1.8% | -11.3% | +9.5% | +2.2% |
| 3M | -10.9% | -13.1% | +2.2% | -7.0% |
| 6M | +21.2% | -15.1% | +36.3% | +26.6% |
| YTD | +47.0% | +50.5% | -3.5% | +23.9% |
| 1Y | +42.9% | +57.9% | -15.0% | +17.9% |
| 3Y | +95.0% | +28.9% | +66.1% | +61.4% |
| 5Y | +106.2% | -31.4% | +137.7% | +113.6% |
| 10Y | +131.6% | +301.0% | -169.4% | +5.8% |
| All | +131.6% | +290.1% | -158.5% | +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