+34.4%
DG vs ARMK
+42.6%
-8.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -3.0% | +2.8% | -5.8% | -3.0% |
| 30D | +8.6% | -1.8% | +10.4% | +8.6% |
| 3M | +15.0% | -10.9% | +25.9% | +16.8% |
| 6M | +32.7% | +21.2% | +11.4% | +26.6% |
| YTD | +5.5% | +47.0% | -41.5% | -5.4% |
| All | +34.4% | +42.6% | -8.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling