+121.4%
DAL vs ARMK
+130.7%
-9.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +2.3% | +2.8% | -0.5% | +0.8% |
| 30D | +14.3% | -1.8% | +16.1% | +15.0% |
| 3M | +1.3% | -10.9% | +12.2% | +7.3% |
| 6M | +29.3% | +21.2% | +8.0% | +15.0% |
| YTD | +33.0% | +47.0% | -14.0% | +6.0% |
| 1Y | +59.8% | +42.9% | +17.0% | +29.5% |
| 3Y | +177.2% | +95.0% | +82.2% | +87.7% |
| 5Y | +118.4% | +106.2% | +12.1% | +43.4% |
| 10Y | +121.4% | +131.6% | -10.2% | +44.9% |
| All | +121.4% | +130.7% | -9.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling