+136.8%
ARMK vs DVA
+187.5%
-50.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -5.9% | +1.7% | -7.6% | -6.3% |
| 3M | +6.7% | -8.7% | +15.4% | +7.9% |
| 6M | +42.5% | +19.7% | +22.9% | +34.6% |
| YTD | +55.1% | +59.6% | -4.5% | +35.7% |
| 1Y | +50.3% | +37.1% | +13.2% | +36.3% |
| 3Y | +122.2% | +89.8% | +32.4% | +82.1% |
| 5Y | +155.2% | +47.4% | +107.8% | +117.0% |
| All | +136.8% | +187.5% | -50.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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