+34.2%
DIS vs ARMK
+123.7%
-89.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.9% |
| 7D | +5.2% | -2.6% | +7.9% | +6.0% |
| 30D | +11.5% | -5.2% | +16.7% | +13.1% |
| 3M | +11.5% | -6.5% | +18.0% | +13.4% |
| 6M | +8.9% | +15.3% | -6.4% | +2.6% |
| YTD | +3.4% | +43.6% | -40.2% | -9.8% |
| 1Y | +7.2% | +42.1% | -34.9% | -6.3% |
| 3Y | +43.3% | +94.0% | -50.7% | +11.0% |
| 5Y | -31.4% | +96.3% | -127.7% | -47.8% |
| All | +34.2% | +123.7% | -89.5% | -4.3% |
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 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