+320.8%
DIA vs ARMK
+317.2%
+3.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.6% |
| 7D | -0.9% | -2.6% | +1.7% | -0.3% |
| 30D | +0.3% | -5.2% | +5.5% | +1.5% |
| 3M | -4.5% | -6.5% | +2.0% | -3.2% |
| 6M | +3.4% | +15.3% | -11.9% | -1.2% |
| YTD | +7.8% | +43.6% | -35.8% | -3.2% |
| 1Y | +10.7% | +42.1% | -31.3% | -0.3% |
| 3Y | +57.5% | +94.0% | -36.5% | +28.5% |
| 5Y | +53.7% | +96.3% | -42.5% | +22.9% |
| 10Y | +247.2% | +126.7% | +120.5% | +159.7% |
| All | +320.8% | +317.2% | +3.6% | +185.3% |
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 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