+376.8%
DDOG vs ARMK
+85.0%
+291.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -1.9% | +1.3% |
| 7D | -23.9% | -2.6% | -21.3% | -23.2% |
| 30D | -34.0% | -5.2% | -28.8% | -32.9% |
| 3M | -21.9% | -6.5% | -15.4% | -20.5% |
| 6M | +24.6% | +15.3% | +9.3% | +19.8% |
| YTD | +31.7% | +43.6% | -11.9% | +19.1% |
| 1Y | -6.2% | +42.1% | -48.2% | -15.0% |
| 3Y | +125.1% | +94.0% | +31.1% | +88.0% |
| 5Y | -3.5% | +96.3% | -99.7% | -20.6% |
| All | +376.8% | +85.0% | +291.8% | +366.7% |
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