+8.9%
DOCS vs ARMK
+114.7%
-105.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | +21.8% | 0.0% | +21.8% | +21.6% |
| 3M | +27.3% | +6.7% | +20.6% | +25.3% |
| 6M | -0.3% | +38.8% | -39.2% | -9.2% |
| YTD | -40.5% | +55.2% | -95.7% | -47.6% |
| 1Y | -61.5% | +46.6% | -108.2% | -65.6% |
| All | +8.9% | +114.7% | -105.8% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling