-8.2%
AAL vs DASH
+152.1%
-160.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.9% | +2.8% |
| 7D | -3.7% | -10.6% | +6.8% | 0.0% |
| 30D | -20.8% | +2.2% | -23.0% | -21.5% |
| 3M | -1.3% | +32.3% | -33.6% | -10.4% |
| 6M | +5.4% | +19.1% | -13.7% | -1.8% |
| YTD | -14.4% | -6.5% | -7.8% | -13.7% |
| 1Y | +2.1% | -14.9% | +17.0% | +5.2% |
| All | -8.2% | +152.1% | -160.3% | -34.7% |
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