+64.9%
DGX vs ARMK
+146.8%
-81.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | -0.9% | +2.4% | -3.3% | -1.4% |
| 3M | +15.6% | +6.1% | +9.5% | +14.5% |
| 6M | +17.8% | +41.8% | -24.0% | +11.4% |
| YTD | +37.5% | +55.5% | -18.1% | +28.2% |
| 1Y | +31.2% | +49.6% | -18.4% | +22.9% |
| 3Y | +96.6% | +122.8% | -26.2% | +71.8% |
| 5Y | +64.9% | +151.0% | -86.1% | +41.3% |
| All | +64.9% | +146.8% | -81.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling