+459.9%
DDOG vs ARMK
+102.7%
+357.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | -10.1% | +3.1% | -13.2% | -11.1% |
| 3M | -9.3% | +9.2% | -18.5% | -11.5% |
| 6M | +67.2% | +43.7% | +23.5% | +51.1% |
| YTD | +54.6% | +57.4% | -2.8% | +36.3% |
| 1Y | +54.1% | +51.9% | +2.2% | +36.9% |
| 3Y | +115.3% | +125.4% | -10.1% | +72.6% |
| 5Y | +50.6% | +149.1% | -98.5% | +19.1% |
| All | +459.9% | +102.7% | +357.2% | +433.9% |
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