+11.7%
DASH vs ARMK
+118.7%
-107.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.1% |
| 7D | -10.6% | -2.4% | -8.2% | -9.3% |
| 30D | +2.2% | 0.0% | +2.1% | +1.7% |
| 3M | +32.3% | +6.7% | +25.6% | +26.7% |
| 6M | +19.1% | +38.8% | -19.7% | -3.4% |
| YTD | -6.5% | +55.2% | -61.7% | -29.4% |
| 1Y | -14.9% | +46.6% | -61.5% | -33.7% |
| 3Y | +151.9% | +112.9% | +39.0% | +43.2% |
| 5Y | +9.4% | +144.0% | -134.5% | -44.2% |
| All | +11.7% | +118.7% | -107.0% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling