+470.0%
DGX vs ARMK
+350.8%
+119.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.9% |
| 30D | +0.6% | 0.0% | +0.5% | +0.4% |
| 3M | +21.4% | +6.7% | +14.7% | +19.8% |
| 6M | +14.7% | +38.8% | -24.1% | +7.6% |
| YTD | +38.4% | +55.2% | -16.7% | +27.1% |
| 1Y | +34.0% | +46.6% | -12.6% | +24.1% |
| 3Y | +92.7% | +112.9% | -20.2% | +64.3% |
| 5Y | +67.7% | +144.0% | -76.3% | +36.9% |
| 10Y | +248.0% | +132.4% | +115.6% | +169.9% |
| All | +470.0% | +350.8% | +119.1% | +298.9% |
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