+14.3%
ABT vs DASH
+152.1%
-137.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | 0.0% |
| 7D | -3.7% | -10.6% | +6.9% | -2.8% |
| 30D | +2.5% | +2.2% | +0.3% | +2.3% |
| 3M | +20.2% | +32.3% | -12.1% | +17.4% |
| 6M | -2.9% | +19.1% | -22.0% | -4.7% |
| YTD | -11.9% | -6.5% | -5.4% | -12.4% |
| 1Y | -16.5% | -14.9% | -1.7% | -16.7% |
| All | +14.3% | +152.1% | -137.8% | +4.1% |
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