-50.3%
DOCS vs ARMK
+119.7%
-170.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | +21.8% | 0.0% | +21.8% | +21.4% |
| 3M | +27.3% | +6.7% | +20.6% | +23.4% |
| 6M | -0.3% | +38.8% | -39.2% | -15.0% |
| YTD | -40.5% | +55.2% | -95.7% | -52.0% |
| 1Y | -61.5% | +46.6% | -108.2% | -68.2% |
| 3Y | +8.2% | +112.9% | -104.7% | -29.2% |
| 5Y | -73.4% | +144.0% | -217.4% | -84.3% |
| All | -50.3% | +119.7% | -170.0% | -70.0% |
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