-11.8%
ABT vs DASH
-11.9%
0.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.4% | -10.2% | +4.9% | -3.8% |
| 30D | +8.0% | -8.2% | +16.2% | +9.1% |
| 3M | +0.2% | -15.9% | +16.1% | +2.4% |
| 6M | +34.1% | +13.3% | +20.8% | +31.7% |
| YTD | -10.6% | -21.3% | +10.7% | -10.4% |
| 1Y | -11.8% | -11.1% | -0.7% | -12.6% |
| All | -11.8% | -11.9% | 0.0% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling