+169.4%
AMAT vs DASH
+114.7%
+54.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.3% | -11.6% | -4.9% |
| 7D | -11.2% | +17.2% | -28.4% | -14.2% |
| 30D | -31.9% | +3.6% | -35.4% | -32.6% |
| 3M | -32.3% | -1.9% | -30.5% | -32.7% |
| 6M | -5.4% | +15.1% | -20.5% | -10.6% |
| YTD | +44.3% | -12.3% | +56.6% | +48.0% |
| 1Y | +61.4% | -17.2% | +78.6% | +67.3% |
| All | +169.4% | +114.7% | +54.7% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling