-14.9%
DASH vs ARMK
+47.4%
-62.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | -10.6% | -2.4% | -8.2% | -9.9% |
| 30D | +2.2% | 0.0% | +2.1% | +1.9% |
| 3M | +32.3% | +6.7% | +25.6% | +28.9% |
| 6M | +19.1% | +38.8% | -19.7% | +4.6% |
| YTD | -6.5% | +55.2% | -61.7% | -19.9% |
| 1Y | -14.9% | +46.6% | -61.5% | -25.1% |
| All | -14.9% | +47.4% | -62.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling