+246.2%
DIA vs ARMK
+136.6%
+109.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | -2.1% | +3.1% | -5.2% | -3.0% |
| 3M | +4.2% | +9.2% | -5.1% | +1.5% |
| 6M | +11.9% | +43.7% | -31.8% | +1.0% |
| YTD | +10.8% | +57.4% | -46.5% | -2.6% |
| 1Y | +17.5% | +51.9% | -34.3% | +4.1% |
| 3Y | +59.9% | +125.4% | -65.5% | +25.7% |
| 5Y | +64.1% | +149.1% | -84.9% | +23.6% |
| 10Y | +246.2% | +135.4% | +110.8% | +172.2% |
| All | +246.2% | +136.6% | +109.6% | +172.2% |
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