+818.0%
DXCM vs ARMK
+317.2%
+500.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -7.3% |
| 7D | -3.5% | -2.6% | -0.9% | -2.9% |
| 30D | -5.8% | -5.2% | -0.6% | -4.6% |
| 3M | -4.3% | -6.5% | +2.2% | -3.0% |
| 6M | +31.6% | +15.3% | +16.3% | +24.8% |
| YTD | +19.6% | +43.6% | -23.9% | +6.0% |
| 1Y | +36.9% | +42.1% | -5.2% | +21.5% |
| 3Y | -16.3% | +94.0% | -110.3% | -33.5% |
| 5Y | -50.0% | +96.3% | -146.3% | -61.0% |
| 10Y | +413.2% | +126.7% | +286.5% | +256.0% |
| All | +818.0% | +317.2% | +500.9% | +423.2% |
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