-100.0%
DFNS vs ARMK
+253.5%
-353.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.2% | -19.5% | -19.3% |
| 7D | -12.7% | +7.1% | -19.8% | -10.2% |
| 30D | -65.2% | -1.6% | -63.6% | -65.4% |
| 3M | -94.6% | -10.5% | -84.0% | -94.8% |
| 6M | -96.2% | +11.8% | -108.0% | -96.1% |
| YTD | -99.6% | +47.3% | -146.9% | -99.5% |
| 1Y | -99.7% | +41.5% | -141.2% | -99.6% |
| 3Y | -100.0% | +95.3% | -195.3% | -100.0% |
| 5Y | -100.0% | +108.1% | -208.1% | -100.0% |
| All | -100.0% | +253.5% | -353.5% | -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 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