+61.6%
DRAM vs ARMK
+30.0%
+31.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.9% |
| 7D | -0.6% | +2.8% | -3.4% | -2.1% |
| 30D | -18.0% | -1.8% | -16.3% | -16.9% |
| 3M | -11.9% | -10.9% | -1.0% | -7.6% |
| 6M | -18.6% | +21.2% | -39.8% | -13.5% |
| All | +61.6% | +30.0% | +31.6% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling