+149.1%
ARMK vs DVA
+38.1%
+111.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +1.7% | +2.2% | -0.5% | +1.3% |
| 30D | +3.1% | -2.0% | +5.1% | +3.4% |
| 3M | +9.2% | -6.3% | +15.5% | +9.6% |
| 6M | +43.7% | +19.4% | +24.2% | +37.3% |
| YTD | +57.4% | +58.5% | -1.1% | +41.4% |
| 1Y | +51.9% | +33.9% | +18.0% | +41.2% |
| 3Y | +125.4% | +88.4% | +37.0% | +94.2% |
| 5Y | +149.1% | +39.5% | +109.6% | +141.8% |
| All | +149.1% | +38.1% | +111.0% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling