-5.9%
DASH vs ARMK
+107.2%
-113.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -10.2% | +2.8% | -13.0% | -11.6% |
| 30D | -8.2% | -1.8% | -6.5% | -7.9% |
| 3M | -15.9% | -10.9% | -5.0% | -10.8% |
| 6M | +13.3% | +21.2% | -7.9% | -0.8% |
| YTD | -21.3% | +47.0% | -68.3% | -39.1% |
| 1Y | -11.1% | +42.9% | -54.0% | -30.3% |
| 3Y | +103.8% | +95.0% | +8.8% | +21.6% |
| 5Y | -21.6% | +106.2% | -127.8% | -57.8% |
| All | -5.9% | +107.2% | -113.1% | -47.9% |
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