+88.3%
DT vs ARMK
+124.4%
-36.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.7% | +7.1% | -4.4% | +0.4% |
| 30D | -30.4% | -1.6% | -28.7% | -30.1% |
| 3M | -9.4% | -10.5% | +1.1% | -6.4% |
| 6M | +14.5% | +11.8% | +2.7% | +9.3% |
| YTD | +3.6% | +47.3% | -43.7% | -10.8% |
| 1Y | -3.4% | +41.5% | -44.9% | -15.7% |
| 3Y | -11.1% | +95.3% | -106.4% | -31.9% |
| 5Y | -39.5% | +108.1% | -147.6% | -54.9% |
| All | +88.3% | +124.4% | -36.1% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling