+88.7%
DIS vs ARMK
+299.4%
-210.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.2% |
| 7D | +5.7% | -10.2% | +15.9% | +9.4% |
| 30D | +12.7% | -9.3% | +22.0% | +16.1% |
| 3M | +15.2% | -11.4% | +26.6% | +19.3% |
| 6M | +17.6% | +11.6% | +5.9% | +12.1% |
| YTD | +3.8% | +37.5% | -33.7% | -8.0% |
| 1Y | +6.8% | +34.9% | -28.1% | -4.9% |
| 3Y | +42.1% | +83.4% | -41.3% | +12.4% |
| 5Y | -31.2% | +87.9% | -119.0% | -46.7% |
| 10Y | +37.6% | +117.0% | -79.4% | -4.3% |
| All | +88.7% | +299.4% | -210.7% | +17.7% |
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