-9.4%
DASH vs ARMK
+90.4%
-99.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.9% | -5.5% | -7.0% |
| 7D | +0.5% | -10.2% | +10.7% | +7.4% |
| 30D | -7.1% | -9.3% | +2.2% | -1.8% |
| 3M | -13.2% | -11.4% | -1.8% | -7.3% |
| 6M | +8.3% | +11.6% | -3.3% | -1.7% |
| YTD | -20.6% | +37.5% | -58.0% | -37.9% |
| 1Y | -24.4% | +34.9% | -59.3% | -40.3% |
| 3Y | +94.5% | +83.4% | +11.1% | +9.4% |
| 5Y | -9.4% | +87.9% | -97.3% | -56.2% |
| All | -9.4% | +90.4% | -99.8% | -56.2% |
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