+7.4%
DASH vs ARMK
+144.6%
-137.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.1% |
| 7D | -10.6% | -2.4% | -8.2% | -9.2% |
| 30D | +2.2% | 0.0% | +2.1% | +1.7% |
| 3M | +32.3% | +6.7% | +25.6% | +26.3% |
| 6M | +19.1% | +38.8% | -19.7% | -4.9% |
| YTD | -6.5% | +55.2% | -61.7% | -30.9% |
| 1Y | -14.9% | +46.6% | -61.5% | -35.0% |
| 3Y | +151.9% | +112.9% | +39.0% | +34.2% |
| All | +7.4% | +144.6% | -137.2% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling