-4.2%
ABT vs DASH
-9.9%
+5.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +12.0% | -6.0% | +18.1% | +12.7% |
| 3M | +2.5% | -15.8% | +18.2% | +4.1% |
| 6M | +29.1% | +7.0% | +22.1% | +27.6% |
| YTD | -10.1% | -20.7% | +10.6% | -8.7% |
| 1Y | -9.8% | -8.5% | -1.3% | -9.9% |
| 3Y | +23.3% | +101.8% | -78.5% | +10.7% |
| All | -4.2% | -9.9% | +5.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling