+236.5%
DIA vs ARMK
+130.7%
+105.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.6% | +2.8% | -4.4% | -2.4% |
| 30D | +1.3% | -1.8% | +3.1% | +1.6% |
| 3M | -2.1% | -10.9% | +8.8% | +0.7% |
| 6M | +6.2% | +21.2% | -15.0% | +0.2% |
| YTD | +10.3% | +47.0% | -36.7% | -1.5% |
| 1Y | +11.0% | +42.9% | -31.9% | -0.2% |
| 3Y | +60.4% | +95.0% | -34.6% | +30.9% |
| 5Y | +59.1% | +106.2% | -47.1% | +25.8% |
| All | +236.5% | +130.7% | +105.8% | +164.4% |
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