-26.7%
DT vs ARMK
+144.6%
-171.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | -3.3% | -2.4% | -0.9% | -2.3% |
| 30D | +2.0% | 0.0% | +2.0% | +1.6% |
| 3M | +20.0% | +6.7% | +13.3% | +15.9% |
| 6M | +39.3% | +38.8% | +0.5% | +17.2% |
| YTD | +19.8% | +55.2% | -35.4% | -5.2% |
| 1Y | +4.3% | +46.6% | -42.3% | -15.2% |
| 3Y | +7.7% | +112.9% | -105.2% | -32.0% |
| All | -26.7% | +144.6% | -171.3% | -59.4% |
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