+132.7%
ARMK vs DOC
-2.1%
+134.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.6% |
| 30D | 0.0% | -4.8% | +4.8% | +2.4% |
| 3M | +6.7% | +6.9% | -0.2% | +2.5% |
| 6M | +38.8% | +20.7% | +18.1% | +23.2% |
| YTD | +55.2% | +34.1% | +21.0% | +29.7% |
| 1Y | +46.6% | +22.6% | +24.0% | +28.1% |
| 3Y | +112.9% | +20.8% | +92.1% | +81.0% |
| 5Y | +144.0% | -24.9% | +168.8% | +174.6% |
| All | +132.7% | -2.1% | +134.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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