-5.2%
DASH vs ARMK
+102.4%
-107.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -2.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.7% |
| 30D | -6.0% | -5.2% | -0.9% | -3.7% |
| 3M | -15.8% | -6.5% | -9.2% | -13.3% |
| 6M | +7.0% | +15.3% | -8.3% | -3.5% |
| YTD | -20.7% | +43.6% | -64.3% | -37.7% |
| 1Y | -8.5% | +42.1% | -50.6% | -28.0% |
| 3Y | +101.8% | +94.0% | +7.8% | +20.4% |
| 5Y | -9.6% | +96.3% | -105.8% | -50.4% |
| All | -5.2% | +102.4% | -107.5% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling