+431.6%
AMD vs DASH
+16.3%
+415.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.3% | +6.4% |
| 7D | +2.6% | -10.6% | +13.1% | +6.7% |
| 30D | -0.9% | +2.2% | -3.1% | -2.0% |
| 3M | -8.7% | +32.3% | -41.0% | -19.0% |
| 6M | +136.3% | +19.1% | +117.2% | +114.8% |
| YTD | +123.0% | -6.5% | +129.5% | +121.9% |
| 1Y | +195.2% | -14.9% | +210.1% | +203.1% |
| 3Y | +336.3% | +151.9% | +184.4% | +195.5% |
| 5Y | +334.5% | +9.4% | +325.0% | +218.1% |
| All | +431.6% | +16.3% | +415.3% | +280.5% |
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 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