+69.5%
DIS vs ARMK
+350.8%
-281.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -2.6% | -2.4% | -0.2% | -1.8% |
| 30D | +3.5% | 0.0% | +3.5% | +3.3% |
| 3M | +6.8% | +6.7% | +0.2% | +4.2% |
| 6M | +3.0% | +38.8% | -35.8% | -8.6% |
| YTD | -6.7% | +55.2% | -61.9% | -20.3% |
| 1Y | -10.1% | +46.6% | -56.7% | -21.9% |
| 3Y | +33.0% | +112.9% | -79.9% | +0.3% |
| 5Y | -40.0% | +144.0% | -184.0% | -57.1% |
| 10Y | +21.1% | +132.4% | -111.4% | -17.5% |
| All | +69.5% | +350.8% | -281.3% | +1.9% |
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 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