+41.5%
DRAM vs ARMK
+26.9%
+14.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.7% | +3.0% |
| 7D | -18.2% | -2.6% | -15.5% | -16.6% |
| 30D | -34.5% | -5.2% | -29.3% | -32.2% |
| 3M | -23.6% | -6.5% | -17.1% | -20.4% |
| 6M | -19.3% | +15.3% | -34.6% | -10.1% |
| All | +41.5% | +26.9% | +14.6% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling