+156.9%
DG vs ARMK
+350.8%
-193.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +8.4% | -2.4% | +10.8% | +8.6% |
| 30D | +4.9% | 0.0% | +4.9% | +4.9% |
| 3M | +29.3% | +6.7% | +22.7% | +28.4% |
| 6M | -11.3% | +38.8% | -50.1% | -14.3% |
| YTD | +1.8% | +55.2% | -53.4% | -2.9% |
| 1Y | +25.3% | +46.6% | -21.3% | +20.3% |
| 3Y | +9.1% | +112.9% | -103.8% | +0.1% |
| 5Y | -34.9% | +144.0% | -178.8% | -41.3% |
| 10Y | +108.2% | +132.4% | -24.3% | +99.7% |
| All | +156.9% | +350.8% | -193.9% | +129.4% |
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