-37.4%
DOCS vs ARMK
+94.6%
-132.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -2.8% |
| 7D | -1.3% | -10.2% | +8.9% | +2.6% |
| 30D | +19.4% | -9.3% | +28.7% | +23.5% |
| 3M | +53.4% | -11.4% | +64.8% | +59.4% |
| 6M | +28.8% | +11.6% | +17.1% | +20.0% |
| YTD | -25.1% | +37.5% | -62.5% | -36.9% |
| 1Y | -48.1% | +34.9% | -83.1% | -56.0% |
| 3Y | +51.4% | +83.4% | -32.1% | +5.2% |
| 5Y | -51.1% | +87.9% | -139.0% | -68.7% |
| All | -37.4% | +94.6% | -132.0% | -60.6% |
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