+40.7%
DGX vs ARMK
+41.8%
-1.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | +2.7% | -1.1% | +1.2% |
| 30D | +11.2% | -1.5% | +12.7% | +11.3% |
| 3M | +10.4% | -11.6% | +21.9% | +12.6% |
| 6M | +37.1% | +6.7% | +30.3% | +34.1% |
| YTD | +52.1% | +47.4% | +4.7% | +34.4% |
| 1Y | +40.7% | +41.5% | -0.8% | +25.2% |
| All | +40.7% | +41.8% | -1.1% | +25.2% |
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 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