+350.2%
AMD vs DASH
-1.1%
+351.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.4% | -7.9% | -13.9% |
| 7D | -28.6% | +0.5% | -29.1% | -28.7% |
| 30D | -37.7% | -7.1% | -30.7% | -36.3% |
| 3M | -16.1% | -13.2% | -2.9% | -12.7% |
| 6M | +13.8% | +8.3% | +5.5% | +6.9% |
| YTD | +88.8% | -20.6% | +109.4% | +97.6% |
| 1Y | +57.8% | -24.4% | +82.2% | +66.8% |
| 3Y | +260.3% | +94.5% | +165.7% | +166.9% |
| 5Y | +196.6% | -9.4% | +206.1% | +129.4% |
| All | +350.2% | -1.1% | +351.3% | +238.8% |
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