-8.9%
DASH vs ARMK
+107.5%
-116.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -4.1% | +7.1% | -11.2% | -7.9% |
| 30D | -10.6% | -1.6% | -9.0% | -10.3% |
| 3M | -18.8% | -10.5% | -8.2% | -14.0% |
| 6M | +11.2% | +11.8% | -0.6% | +2.6% |
| YTD | -23.8% | +47.3% | -71.1% | -41.1% |
| 1Y | -12.2% | +41.5% | -53.7% | -30.6% |
| 3Y | +97.3% | +95.3% | +2.0% | +17.6% |
| 5Y | -29.8% | +108.1% | -138.0% | -62.4% |
| All | -8.9% | +107.5% | -116.5% | -49.6% |
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