+444.1%
AMD vs DASH
+9.1%
+435.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | -1.9% |
| 7D | -15.5% | +17.2% | -32.7% | -20.6% |
| 30D | -22.6% | +3.6% | -26.2% | -24.2% |
| 3M | -5.7% | -1.9% | -3.9% | -6.7% |
| 6M | +43.1% | +15.1% | +28.0% | +30.9% |
| YTD | +128.2% | -12.3% | +140.5% | +129.4% |
| 1Y | +95.5% | -17.2% | +112.7% | +99.2% |
| 3Y | +335.4% | +114.7% | +220.7% | +210.0% |
| 5Y | +255.5% | -4.3% | +259.7% | +166.1% |
| All | +444.1% | +9.1% | +435.0% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling