+281.6%
ARMK vs DTE
+283.9%
-2.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +7.1% | +3.2% | +3.9% | +5.0% |
| 30D | -1.6% | +8.5% | -10.1% | -7.0% |
| 3M | -10.5% | +1.3% | -11.8% | -11.6% |
| 6M | +11.8% | -0.7% | +12.5% | +11.4% |
| YTD | +47.3% | +10.6% | +36.6% | +35.8% |
| 1Y | +41.5% | +2.6% | +38.8% | +37.1% |
| 3Y | +95.3% | +56.5% | +38.8% | +37.9% |
| 5Y | +108.1% | +46.7% | +61.4% | +49.8% |
| 10Y | +132.0% | +150.4% | -18.4% | +25.9% |
| All | +281.6% | +283.9% | -2.2% | +77.7% |
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 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