+159.2%
DG vs ARMK
+317.2%
-157.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.5% | -3.5% |
| 7D | +1.1% | -2.6% | +3.7% | +1.3% |
| 30D | +9.5% | -5.2% | +14.7% | +9.9% |
| 3M | +5.5% | -6.5% | +12.0% | +5.9% |
| 6M | +16.1% | +15.3% | +0.8% | +14.1% |
| YTD | +2.7% | +43.6% | -40.9% | -1.4% |
| 1Y | +42.1% | +42.1% | 0.0% | +36.6% |
| 3Y | +19.3% | +94.0% | -74.7% | +10.3% |
| 5Y | -35.3% | +96.3% | -131.6% | -40.7% |
| 10Y | +123.9% | +126.7% | -2.7% | +113.8% |
| All | +159.2% | +317.2% | -157.9% | +132.9% |
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