+43.3%
AMAT vs DASH
-15.0%
+58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.2% |
| 7D | -14.7% | +0.4% | -15.1% | -14.2% |
| 30D | -36.1% | -6.0% | -30.0% | -35.7% |
| 3M | -36.9% | -15.8% | -21.1% | -36.8% |
| 6M | -22.2% | +7.0% | -29.2% | -22.7% |
| YTD | +29.9% | -20.7% | +50.6% | +36.3% |
| 1Y | +43.3% | -8.5% | +51.8% | +42.4% |
| All | +43.3% | -15.0% | +58.2% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling