-31.1%
DRAM vs ARMK
-10.5%
-20.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -3.9% | -14.1% | -14.4% |
| 7D | -28.5% | -10.2% | -18.3% | -21.7% |
| 30D | -37.8% | -9.3% | -28.5% | -32.4% |
| 3M | -31.1% | -11.4% | -19.7% | -24.9% |
| All | -31.1% | -10.5% | -20.6% | -24.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling