+916.2%
DXCM vs ARMK
+350.8%
+565.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -3.2% | -2.4% | -0.8% | -2.5% |
| 30D | +6.3% | 0.0% | +6.3% | +6.2% |
| 3M | +21.1% | +6.7% | +14.4% | +18.4% |
| 6M | +20.6% | +38.8% | -18.2% | +8.6% |
| YTD | +32.4% | +55.2% | -22.7% | +15.1% |
| 1Y | +8.8% | +46.6% | -37.8% | -3.8% |
| 3Y | -13.7% | +112.9% | -126.6% | -33.1% |
| 5Y | -35.2% | +144.0% | -179.1% | -52.3% |
| 10Y | +281.8% | +132.4% | +149.4% | +168.5% |
| All | +916.2% | +350.8% | +565.3% | +468.4% |
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