+854.6%
DE vs ARMK
+138.5%
+716.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +9.7% | -5.9% | +15.7% | +11.8% |
| 3M | +21.4% | +6.7% | +14.7% | +18.4% |
| 6M | +15.0% | +42.5% | -27.5% | +1.6% |
| YTD | +46.4% | +55.1% | -8.7% | +25.6% |
| 1Y | +45.6% | +50.3% | -4.7% | +26.0% |
| 3Y | +76.8% | +122.2% | -45.4% | +32.0% |
| 5Y | +99.4% | +155.2% | -55.8% | +39.7% |
| All | +854.6% | +138.5% | +716.0% | +588.4% |
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