+404.2%
DXCM vs ARMK
+123.7%
+280.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -7.1% |
| 7D | -3.5% | -2.6% | -0.9% | -3.0% |
| 30D | -5.8% | -5.2% | -0.6% | -4.7% |
| 3M | -4.3% | -6.5% | +2.2% | -3.1% |
| 6M | +31.6% | +15.3% | +16.3% | +25.5% |
| YTD | +19.6% | +43.6% | -23.9% | +7.4% |
| 1Y | +36.9% | +42.1% | -5.2% | +23.1% |
| 3Y | -16.3% | +94.0% | -110.3% | -31.7% |
| 5Y | -50.0% | +96.3% | -146.3% | -59.9% |
| All | +404.2% | +123.7% | +280.5% | +277.7% |
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