+302.2%
ARMK vs DVA
+203.0%
+99.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | 0.0% | -2.5% | +2.5% | +0.5% |
| 3M | +6.7% | -4.3% | +10.9% | +6.8% |
| 6M | +38.8% | +18.9% | +20.0% | +30.8% |
| YTD | +55.2% | +61.9% | -6.8% | +34.0% |
| 1Y | +46.6% | +35.7% | +10.9% | +32.4% |
| 3Y | +112.9% | +78.6% | +34.2% | +74.6% |
| 5Y | +144.0% | +39.2% | +104.8% | +108.5% |
| 10Y | +132.4% | +184.0% | -51.6% | +56.3% |
| All | +302.2% | +203.0% | +99.2% | +172.2% |
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