-100.0%
DFNS vs ARMK
+91.9%
-191.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.5% | -16.7% | -8.1% |
| 7D | -44.0% | -2.6% | -41.4% | -46.0% |
| 30D | -69.1% | -5.2% | -63.9% | -70.9% |
| 3M | -95.6% | -6.5% | -89.1% | -96.0% |
| 6M | -96.2% | +15.3% | -111.4% | -95.5% |
| YTD | -99.6% | +43.6% | -143.2% | -99.4% |
| 1Y | -99.7% | +42.1% | -141.8% | -99.6% |
| 3Y | -100.0% | +94.0% | -194.0% | -100.0% |
| All | -100.0% | +91.9% | -191.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling