+20.5%
AAL vs DASH
+105.9%
-85.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.2% |
| 7D | +8.3% | -4.8% | +13.0% | +10.2% |
| 30D | +11.0% | -7.9% | +18.9% | +14.2% |
| 3M | -11.2% | -16.3% | +5.2% | -5.6% |
| 6M | +6.1% | +10.4% | -4.3% | +1.6% |
| YTD | -7.6% | -20.1% | +12.5% | -1.7% |
| 1Y | +3.7% | -11.4% | +15.2% | +5.8% |
| 3Y | +20.5% | +114.1% | -93.6% | -23.7% |
| All | +20.5% | +105.9% | -85.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 3y: compounded portfolio wealth divided by compounded DASH 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…
3y analysis · Full analysis span regression · 6 months rolling