+203.0%
AMAT vs DASH
+152.1%
+50.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +5.3% |
| 7D | -1.5% | -10.6% | +9.1% | +0.9% |
| 30D | -14.8% | +2.2% | -16.9% | -15.4% |
| 3M | -9.3% | +32.3% | -41.5% | -16.3% |
| 6M | +27.4% | +19.1% | +8.3% | +19.8% |
| YTD | +77.6% | -6.5% | +84.1% | +79.9% |
| 1Y | +188.9% | -14.9% | +203.8% | +199.6% |
| All | +203.0% | +152.1% | +50.9% | +119.7% |
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