-4.5%
DASH vs ARMK
+110.8%
-115.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -1.6% |
| 7D | -4.8% | +0.9% | -5.7% | -5.5% |
| 30D | -7.9% | -0.4% | -7.5% | -8.3% |
| 3M | -16.3% | -2.0% | -14.4% | -16.2% |
| 6M | +10.4% | +22.0% | -11.6% | -3.6% |
| YTD | -20.1% | +49.6% | -69.7% | -38.8% |
| 1Y | -11.4% | +46.4% | -57.8% | -31.5% |
| 3Y | +114.1% | +103.2% | +10.9% | +24.2% |
| 5Y | -5.8% | +108.1% | -113.9% | -49.7% |
| All | -4.5% | +110.8% | -115.3% | -47.6% |
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