+4.3%
DT vs ARMK
+47.4%
-43.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.6% |
| 7D | -3.3% | -2.4% | -0.9% | -3.2% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | +20.0% | +6.7% | +13.3% | +19.2% |
| 6M | +39.3% | +38.8% | +0.5% | +30.7% |
| YTD | +19.8% | +55.2% | -35.4% | +6.6% |
| 1Y | +4.3% | +46.6% | -42.3% | -4.2% |
| All | +4.3% | +47.4% | -43.1% | -4.2% |
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