+47.9%
DUK vs ARMK
+123.7%
-75.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +0.7% | +1.7% | -1.0% | +0.6% |
| 30D | -2.0% | +3.1% | -5.2% | -2.3% |
| 3M | +0.2% | +9.2% | -9.0% | -0.4% |
| 6M | -6.9% | +43.7% | -50.6% | -9.2% |
| YTD | +6.1% | +57.4% | -51.2% | +2.8% |
| 1Y | +4.4% | +51.9% | -47.4% | +1.3% |
| All | +47.9% | +123.7% | -75.9% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling