+282.1%
ARMK vs DTE
+285.3%
-3.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.7% | +3.4% | -0.8% | +0.5% |
| 30D | -1.5% | +8.9% | -10.4% | -7.1% |
| 3M | -11.6% | +1.1% | -12.6% | -12.4% |
| 6M | +6.7% | +0.1% | +6.7% | +5.9% |
| YTD | +47.4% | +11.1% | +36.4% | +35.6% |
| 1Y | +41.5% | +4.9% | +36.5% | +35.1% |
| 3Y | +95.5% | +58.6% | +37.0% | +36.8% |
| 5Y | +108.4% | +47.3% | +61.1% | +49.6% |
| 10Y | +132.3% | +151.3% | -19.1% | +25.8% |
| All | +282.1% | +285.3% | -3.2% | +77.5% |
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