-36.3%
DXCM vs ARMK
+144.6%
-180.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | +6.3% | 0.0% | +6.3% | +6.1% |
| 3M | +21.1% | +6.7% | +14.4% | +17.6% |
| 6M | +20.6% | +38.8% | -18.2% | +4.9% |
| YTD | +32.4% | +55.2% | -22.7% | +9.9% |
| 1Y | +8.8% | +46.6% | -37.8% | -7.6% |
| 3Y | -13.7% | +112.9% | -126.6% | -40.0% |
| All | -36.3% | +144.6% | -180.9% | -60.7% |
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 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