+4.8%
DASH vs ARMK
+101.5%
-96.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.2% | +12.5% | +10.7% |
| 7D | +17.2% | -5.8% | +23.0% | +20.8% |
| 30D | +3.6% | -5.3% | +8.8% | +6.1% |
| 3M | -1.9% | -6.7% | +4.9% | +1.0% |
| 6M | +15.1% | +17.4% | -2.3% | +2.5% |
| YTD | -12.3% | +43.0% | -55.3% | -31.1% |
| 1Y | -17.2% | +40.3% | -57.5% | -34.4% |
| 3Y | +114.7% | +90.8% | +23.9% | +29.6% |
| 5Y | -4.3% | +102.2% | -106.5% | -47.8% |
| All | +4.8% | +101.5% | -96.8% | -41.1% |
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