+16.6%
ABT vs DASH
-0.6%
+17.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +0.3% | -4.8% | +5.1% | +0.8% |
| 30D | +11.6% | -7.9% | +19.5% | +12.4% |
| 3M | +3.1% | -16.3% | +19.5% | +4.7% |
| 6M | +32.8% | +10.4% | +22.4% | +31.1% |
| YTD | -9.6% | -20.1% | +10.5% | -8.4% |
| 1Y | -10.4% | -11.4% | +1.1% | -10.1% |
| 3Y | +25.8% | +114.1% | -88.3% | +14.5% |
| 5Y | -3.4% | -5.8% | +2.3% | -12.3% |
| All | +16.6% | -0.6% | +17.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling