+242.4%
DGX vs ARMK
+138.5%
+103.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | -3.5% | -0.9% | -2.5% | -3.3% |
| 30D | -2.7% | -5.9% | +3.3% | -1.7% |
| 3M | +13.9% | +6.7% | +7.2% | +12.5% |
| 6M | +16.0% | +42.5% | -26.5% | +8.8% |
| YTD | +34.9% | +55.1% | -20.2% | +24.7% |
| 1Y | +30.6% | +50.3% | -19.8% | +21.2% |
| 3Y | +93.0% | +122.2% | -29.2% | +65.3% |
| 5Y | +64.4% | +155.2% | -90.8% | +35.3% |
| All | +242.4% | +138.5% | +103.8% | +173.2% |
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