-43.0%
DT vs ARMK
+96.3%
-139.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -2.6% |
| 7D | -24.7% | -2.6% | -22.1% | -23.9% |
| 30D | -27.4% | -5.2% | -22.2% | -25.8% |
| 3M | -11.1% | -6.5% | -4.6% | -9.2% |
| 6M | +13.7% | +15.3% | -1.6% | +4.3% |
| YTD | +0.2% | +43.6% | -43.4% | -18.6% |
| 1Y | -5.7% | +42.1% | -47.7% | -23.0% |
| 3Y | -8.1% | +94.0% | -102.1% | -40.3% |
| All | -43.0% | +96.3% | -139.3% | -66.6% |
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