+908.0%
DE vs ARMK
+350.8%
+557.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | +10.0% | -2.4% | +12.4% | +10.8% |
| 30D | +13.3% | 0.0% | +13.3% | +13.1% |
| 3M | +17.5% | +6.7% | +10.8% | +14.8% |
| 6M | +13.6% | +38.8% | -25.2% | +1.5% |
| YTD | +49.8% | +55.2% | -5.4% | +29.1% |
| 1Y | +47.9% | +46.6% | +1.3% | +29.5% |
| 3Y | +72.5% | +112.9% | -40.4% | +31.8% |
| 5Y | +90.2% | +144.0% | -53.7% | +36.7% |
| 10Y | +865.4% | +132.4% | +733.0% | +572.2% |
| All | +908.0% | +350.8% | +557.1% | +535.2% |
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