+88.3%
AMGN vs DASH
+152.1%
-63.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.4% |
| 7D | +1.1% | -10.6% | +11.7% | +1.4% |
| 30D | +7.8% | +2.2% | +5.7% | +7.8% |
| 3M | +27.3% | +32.3% | -5.0% | +26.4% |
| 6M | +16.8% | +19.1% | -2.3% | +16.3% |
| YTD | +36.3% | -6.5% | +42.8% | +36.9% |
| 1Y | +60.4% | -14.9% | +75.3% | +61.3% |
| All | +88.3% | +152.1% | -63.8% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling