+281.6%
ARMK vs DVA
+186.7%
+95.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +1.3% |
| 7D | +7.1% | -10.7% | +17.8% | +9.6% |
| 30D | -1.6% | -4.4% | +2.8% | -1.1% |
| 3M | -10.5% | -4.1% | -6.4% | -10.3% |
| 6M | +11.8% | -13.2% | +25.0% | +13.7% |
| YTD | +47.3% | +53.2% | -6.0% | +28.0% |
| 1Y | +41.5% | +40.8% | +0.6% | +25.7% |
| 3Y | +95.3% | +109.7% | -14.4% | +53.3% |
| 5Y | +108.1% | +64.5% | +43.6% | +67.6% |
| 10Y | +132.0% | +192.4% | -60.4% | +51.3% |
| All | +281.6% | +186.7% | +95.0% | +160.0% |
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