+284.0%
ARMK vs DVA
+195.3%
+88.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | -1.3% | 0.0% | -1.3% | -1.7% |
| 3M | -2.5% | -2.4% | -0.1% | -2.6% |
| 6M | +20.8% | -9.8% | +30.5% | +21.9% |
| YTD | +48.2% | +57.8% | -9.6% | +28.0% |
| 1Y | +45.7% | +49.2% | -3.5% | +27.8% |
| 3Y | +96.6% | +116.0% | -19.5% | +53.4% |
| 5Y | +106.6% | +68.5% | +38.1% | +65.7% |
| 10Y | +132.6% | +198.9% | -66.3% | +51.3% |
| All | +284.0% | +195.3% | +88.8% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling