+36.6%
DIS vs ARMK
+131.1%
-94.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.6% |
| 7D | +5.3% | +0.9% | +4.4% | +4.8% |
| 30D | +10.2% | -0.4% | +10.6% | +10.0% |
| 3M | +13.5% | -2.0% | +15.5% | +13.6% |
| 6M | +11.1% | +22.0% | -10.8% | +2.7% |
| YTD | +5.5% | +49.6% | -44.1% | -9.2% |
| 1Y | +9.1% | +46.4% | -37.2% | -5.5% |
| 3Y | +36.0% | +103.2% | -67.2% | +3.7% |
| 5Y | -29.8% | +108.1% | -138.0% | -47.6% |
| 10Y | +36.6% | +129.4% | -92.8% | -3.8% |
| All | +36.6% | +131.1% | -94.5% | -3.8% |
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