+41.5%
ARMK vs DVA
+42.3%
-0.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.7% | -8.8% | +11.4% | +2.6% |
| 30D | -1.5% | -3.4% | +1.9% | -1.5% |
| 3M | -11.6% | -2.6% | -9.0% | -11.6% |
| 6M | +6.7% | -11.9% | +18.6% | +6.6% |
| YTD | +47.4% | +53.6% | -6.2% | +43.9% |
| 1Y | +41.5% | +41.9% | -0.4% | +45.3% |
| All | +41.5% | +42.3% | -0.8% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling