+268.1%
DAL vs ARMK
+315.5%
-47.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.2% | +11.3% | +9.4% |
| 7D | +11.1% | -5.8% | +16.9% | +14.4% |
| 30D | +7.7% | -5.3% | +13.0% | +10.4% |
| 3M | -3.5% | -6.7% | +3.2% | -0.6% |
| 6M | +31.3% | +17.4% | +13.9% | +19.0% |
| YTD | +30.0% | +43.0% | -13.1% | +5.4% |
| 1Y | +62.1% | +40.3% | +21.8% | +32.9% |
| 3Y | +176.6% | +90.8% | +85.8% | +90.4% |
| 5Y | +126.2% | +102.2% | +24.0% | +51.2% |
| 10Y | +135.1% | +125.8% | +9.3% | +49.9% |
| All | +268.1% | +315.5% | -47.4% | +103.3% |
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