+526.4%
DGX vs ARMK
+327.8%
+198.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.9% | +7.1% | -5.2% | +0.6% |
| 30D | +12.7% | -1.6% | +14.3% | +12.8% |
| 3M | +9.6% | -10.5% | +20.2% | +11.6% |
| 6M | +37.6% | +11.8% | +25.8% | +34.2% |
| YTD | +52.1% | +47.3% | +4.9% | +40.7% |
| 1Y | +41.3% | +41.5% | -0.2% | +31.6% |
| 3Y | +106.9% | +95.3% | +11.6% | +79.0% |
| 5Y | +90.7% | +108.1% | -17.5% | +60.4% |
| 10Y | +288.0% | +132.0% | +156.0% | +198.4% |
| All | +526.4% | +327.8% | +198.6% | +341.7% |
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