+229.8%
DAL vs ARMK
+350.8%
-121.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +0.1% | -2.4% | +2.5% | +1.4% |
| 30D | -13.9% | 0.0% | -13.9% | -14.1% |
| 3M | +1.1% | +6.7% | -5.6% | -2.6% |
| 6M | +26.2% | +38.8% | -12.6% | +5.0% |
| YTD | +16.4% | +55.2% | -38.8% | -9.2% |
| 1Y | +33.9% | +46.6% | -12.8% | +7.7% |
| 3Y | +93.4% | +112.9% | -19.5% | +25.9% |
| 5Y | +106.4% | +144.0% | -37.6% | +26.1% |
| 10Y | +143.0% | +132.4% | +10.5% | +52.8% |
| All | +229.8% | +350.8% | -121.1% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling