-7.0%
ABT vs DASH
+8.6%
-15.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.1% |
| 7D | -3.7% | -10.6% | +6.9% | -2.5% |
| 30D | +2.5% | +2.2% | +0.3% | +2.2% |
| 3M | +20.2% | +32.3% | -12.1% | +16.5% |
| 6M | -2.9% | +19.1% | -22.0% | -5.1% |
| YTD | -11.9% | -6.5% | -5.4% | -11.9% |
| 1Y | -16.5% | -14.9% | -1.7% | -16.1% |
| 3Y | +12.1% | +151.9% | -139.8% | -1.9% |
| All | -7.0% | +8.6% | -15.6% | -17.9% |
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