+255.5%
AMD vs DASH
-4.2%
+259.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | -2.3% |
| 7D | -15.5% | +17.2% | -32.7% | -21.3% |
| 30D | -22.6% | +3.6% | -26.2% | -24.5% |
| 3M | -5.7% | -1.9% | -3.9% | -6.9% |
| 6M | +43.1% | +15.1% | +28.0% | +29.1% |
| YTD | +128.2% | -12.3% | +140.5% | +129.6% |
| 1Y | +95.5% | -17.2% | +112.7% | +99.7% |
| 3Y | +335.4% | +114.7% | +220.7% | +189.1% |
| 5Y | +255.5% | -4.3% | +259.7% | +143.0% |
| All | +255.5% | -4.2% | +259.7% | +143.0% |
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