-99.9%
DFNS vs ARMK
+273.4%
-373.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -5.1% |
| 7D | +4.6% | +0.3% | +4.3% | +4.7% |
| 30D | -73.9% | +2.4% | -76.2% | -73.7% |
| 3M | -71.7% | +6.1% | -77.8% | -71.1% |
| 6M | -94.6% | +41.8% | -136.3% | -93.7% |
| YTD | -98.1% | +55.5% | -153.6% | -97.7% |
| 1Y | -98.3% | +49.6% | -147.9% | -98.0% |
| 3Y | -99.9% | +122.8% | -222.7% | -99.9% |
| 5Y | -99.9% | +151.0% | -250.9% | -99.8% |
| All | -99.9% | +273.4% | -373.3% | -99.8% |
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