+105.7%
DG vs ARMK
+130.7%
-25.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.0% | +2.8% | -5.8% | -3.2% |
| 30D | +8.6% | -1.8% | +10.4% | +8.6% |
| 3M | +15.0% | -10.9% | +25.9% | +16.0% |
| 6M | +32.7% | +21.2% | +11.4% | +30.0% |
| YTD | +5.5% | +47.0% | -41.5% | +1.6% |
| 1Y | +34.6% | +42.9% | -8.3% | +29.9% |
| 3Y | +24.2% | +95.0% | -70.8% | +15.9% |
| 5Y | -32.3% | +106.2% | -138.5% | -37.5% |
| All | +105.7% | +130.7% | -25.0% | +105.3% |
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