+378.3%
DDOG vs ARMK
+92.7%
+285.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.8% |
| 7D | -16.9% | +0.9% | -17.8% | -16.9% |
| 30D | -38.8% | -0.4% | -38.4% | -38.5% |
| 3M | -23.2% | -2.0% | -21.2% | -22.9% |
| 6M | -10.3% | +22.0% | -32.2% | -14.9% |
| YTD | +32.1% | +49.6% | -17.5% | +18.2% |
| 1Y | -6.1% | +46.4% | -52.4% | -15.6% |
| 3Y | +79.2% | +103.2% | -24.0% | +47.8% |
| 5Y | -8.6% | +108.1% | -116.7% | -25.8% |
| All | +378.3% | +92.7% | +285.6% | +362.9% |
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