+399.9%
AMD vs DASH
-1.3%
+401.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +11.1% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | -30.5% | -6.0% | -24.4% | -29.2% |
| 3M | -8.2% | -15.8% | +7.5% | -3.5% |
| 6M | +6.6% | +7.0% | -0.4% | +0.5% |
| YTD | +109.7% | -20.7% | +130.3% | +119.5% |
| 1Y | +88.9% | -8.5% | +97.5% | +85.9% |
| 3Y | +301.8% | +101.8% | +200.0% | +194.0% |
| 5Y | +229.4% | -9.6% | +238.9% | +154.9% |
| All | +399.9% | -1.3% | +401.2% | +276.3% |
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