+125.9%
DUK vs ARMK
+138.5%
-12.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | -2.2% | -5.9% | +3.7% | -1.4% |
| 3M | -3.7% | +6.7% | -10.4% | -4.6% |
| 6M | -6.3% | +42.5% | -48.9% | -11.0% |
| YTD | +4.5% | +55.1% | -50.6% | -2.0% |
| 1Y | +1.8% | +50.3% | -48.5% | -4.2% |
| 3Y | +46.8% | +122.2% | -75.4% | +29.0% |
| 5Y | +40.2% | +155.2% | -114.9% | +19.5% |
| All | +125.9% | +138.5% | -12.6% | +97.0% |
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