+302.2%
ARMK vs DTE
+271.9%
+30.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | 0.0% | -2.6% | +2.6% | +1.7% |
| 3M | +6.7% | -3.9% | +10.6% | +9.2% |
| 6M | +38.8% | -7.9% | +46.7% | +45.6% |
| YTD | +55.2% | +7.2% | +48.0% | +46.6% |
| 1Y | +46.6% | +3.1% | +43.5% | +41.8% |
| 3Y | +112.9% | +47.6% | +65.3% | +56.5% |
| 5Y | +144.0% | +32.7% | +111.2% | +89.4% |
| 10Y | +132.4% | +138.8% | -6.3% | +29.7% |
| All | +302.2% | +271.9% | +30.3% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling