+144.3%
ARMK vs DTE
+137.8%
+6.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +4.1% |
| 7D | +3.1% | -2.6% | +5.7% | +5.1% |
| 30D | -2.8% | -4.4% | +1.6% | +0.4% |
| 3M | +7.6% | -8.3% | +15.9% | +14.3% |
| 6M | +47.9% | -8.1% | +56.0% | +56.0% |
| YTD | +60.0% | +4.4% | +55.6% | +52.9% |
| 1Y | +52.2% | +0.2% | +52.1% | +49.6% |
| 3Y | +131.4% | +42.6% | +88.8% | +67.2% |
| 5Y | +163.2% | +31.5% | +131.8% | +97.1% |
| All | +144.3% | +137.8% | +6.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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