+111.4%
DAL vs ARMK
+106.7%
+4.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.1% | +2.7% | -3.8% | -2.9% |
| 30D | +12.8% | -1.5% | +14.3% | +13.3% |
| 3M | -5.3% | -11.6% | +6.3% | +2.7% |
| 6M | +22.4% | +6.7% | +15.6% | +15.2% |
| YTD | +25.6% | +47.4% | -21.8% | -8.2% |
| 1Y | +45.5% | +41.5% | +4.0% | +9.7% |
| 3Y | +161.0% | +95.5% | +65.4% | +47.9% |
| All | +111.4% | +106.7% | +4.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling