+19.9%
ABT vs DASH
-1.1%
+21.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.4% | +7.7% | -0.8% |
| 7D | +8.6% | +0.5% | +8.1% | +8.6% |
| 30D | +16.4% | -7.1% | +23.5% | +17.1% |
| 3M | +8.1% | -13.2% | +21.3% | +9.4% |
| 6M | +32.1% | +8.3% | +23.8% | +30.6% |
| YTD | -7.1% | -20.6% | +13.5% | -5.8% |
| 1Y | -6.5% | -24.4% | +17.9% | -5.1% |
| 3Y | +26.2% | +94.5% | -68.3% | +15.9% |
| 5Y | +0.9% | -9.4% | +10.3% | -8.2% |
| All | +19.9% | -1.1% | +21.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling