+826.4%
AAOI vs DASH
+135.3%
+691.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.2% |
| 7D | +4.7% | -12.8% | +17.5% | +13.5% |
| 30D | -18.7% | -6.0% | -12.7% | -16.8% |
| 3M | -33.7% | +26.7% | -60.4% | -45.8% |
| 6M | -2.4% | +11.7% | -14.1% | -15.4% |
| YTD | +209.6% | -12.9% | +222.5% | +225.2% |
| 1Y | +355.0% | -23.1% | +378.1% | +433.1% |
| All | +826.4% | +135.3% | +691.2% | +312.2% |
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