-100.0%
DFNS vs ARMK
+259.2%
-359.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -1.5% |
| 7D | -42.8% | +0.9% | -43.7% | -42.8% |
| 30D | -67.6% | -0.4% | -67.2% | -67.6% |
| 3M | -94.9% | -2.0% | -92.9% | -94.9% |
| 6M | -96.7% | +22.0% | -118.7% | -96.5% |
| YTD | -99.6% | +49.6% | -149.2% | -99.5% |
| 1Y | -99.7% | +46.4% | -146.1% | -99.7% |
| 3Y | -100.0% | +103.2% | -203.2% | -100.0% |
| 5Y | -100.0% | +108.1% | -208.1% | -100.0% |
| All | -100.0% | +259.2% | -359.1% | -100.0% |
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