+13.6%
ABT vs DASH
+16.3%
-2.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | 0.0% |
| 7D | -3.7% | -10.6% | +6.9% | -2.7% |
| 30D | +2.5% | +2.2% | +0.3% | +2.3% |
| 3M | +20.2% | +32.3% | -12.1% | +17.0% |
| 6M | -2.9% | +19.1% | -22.0% | -4.8% |
| YTD | -11.9% | -6.5% | -5.4% | -11.9% |
| 1Y | -16.5% | -14.9% | -1.7% | -16.2% |
| 3Y | +12.1% | +151.9% | -139.8% | +0.4% |
| 5Y | -7.4% | +9.4% | -16.8% | -16.9% |
| All | +13.6% | +16.3% | -2.7% | +1.2% |
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