+107.3%
DG vs ARMK
+136.6%
-29.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.1% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | +1.0% | +3.1% | -2.1% | +0.7% |
| 3M | +20.3% | +9.2% | +11.1% | +19.3% |
| 6M | -11.7% | +43.7% | -55.4% | -14.7% |
| YTD | -2.3% | +57.4% | -59.7% | -6.4% |
| 1Y | +20.0% | +51.9% | -31.9% | +15.3% |
| 3Y | +7.2% | +125.4% | -118.2% | -1.2% |
| 5Y | -37.9% | +149.1% | -187.0% | -43.4% |
| 10Y | +107.3% | +135.4% | -28.1% | +110.5% |
| All | +107.3% | +136.6% | -29.3% | +110.5% |
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