+247.2%
AMAT vs DASH
+8.6%
+238.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +5.7% |
| 7D | -1.5% | -10.6% | +9.1% | +1.7% |
| 30D | -14.8% | +2.2% | -16.9% | -15.6% |
| 3M | -9.3% | +32.3% | -41.5% | -17.8% |
| 6M | +27.4% | +19.1% | +8.3% | +17.7% |
| YTD | +77.6% | -6.5% | +84.1% | +76.7% |
| 1Y | +188.9% | -14.9% | +203.8% | +193.9% |
| 3Y | +202.3% | +151.9% | +50.3% | +107.7% |
| All | +247.2% | +8.6% | +238.6% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling