+281.0%
AMAT vs DASH
-1.1%
+282.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -11.0% |
| 7D | -24.3% | +0.5% | -24.8% | -24.5% |
| 30D | -39.8% | -7.1% | -32.7% | -38.8% |
| 3M | -40.2% | -13.2% | -27.0% | -38.4% |
| 6M | -22.1% | +8.3% | -30.4% | -25.8% |
| YTD | +24.7% | -20.6% | +45.2% | +28.7% |
| 1Y | +33.3% | -24.4% | +57.7% | +38.6% |
| 3Y | +133.9% | +94.5% | +39.3% | +79.2% |
| 5Y | +117.1% | -9.4% | +126.5% | +75.0% |
| All | +281.0% | -1.1% | +282.1% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling