+151.0%
ARMK vs DTE
+31.9%
+119.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +2.4% | -0.5% | +2.9% | +2.6% |
| 3M | +6.1% | -6.0% | +12.1% | +8.5% |
| 6M | +41.8% | -7.2% | +49.0% | +45.5% |
| YTD | +55.5% | +7.2% | +48.4% | +50.3% |
| 1Y | +49.6% | +4.1% | +45.5% | +46.1% |
| 3Y | +122.8% | +46.9% | +75.9% | +87.7% |
| 5Y | +151.0% | +32.9% | +118.1% | +127.7% |
| All | +151.0% | +31.9% | +119.1% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling