-99.9%
DFNS vs ARMK
+272.6%
-372.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.3% |
| 7D | -16.0% | -2.4% | -13.6% | -16.8% |
| 30D | -77.7% | 0.0% | -77.7% | -77.7% |
| 3M | -77.2% | +6.7% | -83.8% | -76.7% |
| 6M | -95.2% | +38.8% | -134.0% | -94.5% |
| YTD | -98.0% | +55.2% | -153.2% | -97.6% |
| 1Y | -98.3% | +46.6% | -144.9% | -98.0% |
| 3Y | -99.9% | +112.9% | -212.8% | -99.9% |
| 5Y | -99.9% | +144.0% | -243.8% | -99.8% |
| All | -99.9% | +272.6% | -372.4% | -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 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