+197.4%
DUK vs ARMK
+350.8%
-153.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -0.4% | +6.7% | -7.1% | -1.4% |
| 6M | -7.2% | +38.8% | -46.1% | -11.5% |
| YTD | +5.3% | +55.2% | -49.9% | -1.2% |
| 1Y | +3.0% | +46.6% | -43.7% | -2.7% |
| 3Y | +53.1% | +112.9% | -59.8% | +35.6% |
| 5Y | +37.9% | +144.0% | -106.0% | +18.6% |
| 10Y | +124.8% | +132.4% | -7.6% | +91.4% |
| All | +197.4% | +350.8% | -153.4% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling