+158.1%
AMGN vs DASH
-24.3%
+182.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +1.6% |
| 30D | +13.1% | -10.6% | +23.8% | +13.5% |
| 3M | +12.9% | -18.8% | +31.7% | +13.6% |
| 6M | +40.8% | +11.2% | +29.5% | +40.4% |
| YTD | +45.6% | -23.8% | +69.4% | +46.7% |
| 1Y | +42.7% | -12.2% | +54.9% | +43.1% |
| 3Y | +91.2% | +97.3% | -6.1% | +85.6% |
| 5Y | +158.1% | -29.8% | +188.0% | +156.7% |
| All | +158.1% | -24.3% | +182.4% | +156.7% |
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