+840.9%
DXCM vs ARMK
+327.8%
+513.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -3.6% | +7.1% | -10.8% | -5.7% |
| 30D | -4.3% | -1.6% | -2.7% | -4.1% |
| 3M | -10.4% | -10.5% | +0.2% | -7.8% |
| 6M | +33.1% | +11.8% | +21.3% | +27.6% |
| YTD | +22.6% | +47.3% | -24.6% | +7.8% |
| 1Y | +36.5% | +41.5% | -4.9% | +21.4% |
| 3Y | -13.5% | +95.3% | -108.8% | -31.3% |
| 5Y | -49.6% | +108.1% | -157.8% | -61.3% |
| 10Y | +399.5% | +132.0% | +267.5% | +244.6% |
| All | +840.9% | +327.8% | +513.1% | +432.3% |
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