+36.3%
DIS vs ARMK
+125.8%
-89.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +4.4% | -0.7% | +5.1% | +4.5% |
| 30D | +10.3% | -1.3% | +11.6% | +10.4% |
| 3M | +15.5% | -2.5% | +18.0% | +15.8% |
| 6M | +11.2% | +20.8% | -9.6% | +3.1% |
| YTD | +5.6% | +48.2% | -42.6% | -8.9% |
| 1Y | +7.7% | +45.7% | -38.0% | -6.6% |
| 3Y | +39.3% | +96.6% | -57.3% | +7.4% |
| 5Y | -29.5% | +106.6% | -136.1% | -47.3% |
| 10Y | +36.3% | +132.6% | -96.3% | -3.9% |
| All | +36.3% | +125.8% | -89.5% | -3.9% |
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 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