+888.9%
DE vs ARMK
+327.8%
+561.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.3% | +7.1% | -4.8% | +0.1% |
| 30D | +4.4% | -1.6% | +6.1% | +4.7% |
| 3M | +9.8% | -10.5% | +20.3% | +13.3% |
| 6M | +15.8% | +11.8% | +4.0% | +10.8% |
| YTD | +47.0% | +47.3% | -0.3% | +28.3% |
| 1Y | +42.8% | +41.5% | +1.3% | +26.2% |
| 3Y | +88.9% | +95.3% | -6.4% | +47.9% |
| 5Y | +101.9% | +108.1% | -6.3% | +52.2% |
| 10Y | +767.5% | +132.0% | +635.5% | +505.2% |
| All | +888.9% | +327.8% | +561.1% | +531.5% |
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