+302.2%
ARMK vs DOC
+25.3%
+276.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | -2.4% | -1.5% | -0.9% | -1.7% |
| 30D | 0.0% | -4.8% | +4.8% | +2.2% |
| 3M | +6.7% | +6.9% | -0.2% | +2.9% |
| 6M | +38.8% | +20.7% | +18.1% | +24.8% |
| YTD | +55.2% | +34.1% | +21.0% | +32.3% |
| 1Y | +46.6% | +22.6% | +24.0% | +30.0% |
| 3Y | +112.9% | +20.8% | +92.1% | +84.6% |
| 5Y | +144.0% | -24.9% | +168.8% | +169.1% |
| 10Y | +132.4% | -1.8% | +134.2% | +122.8% |
| All | +302.2% | +25.3% | +276.9% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling