-5.8%
DASH vs AA
-9.6%
+3.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | -0.7% |
| 7D | -4.8% | +4.8% | -9.6% | -5.8% |
| 30D | -7.9% | -0.6% | -7.3% | -7.8% |
| 3M | -16.3% | -16.3% | -0.1% | -13.2% |
| 6M | +10.4% | -33.4% | +43.8% | +18.8% |
| YTD | -20.1% | -20.7% | +0.6% | -19.5% |
| 1Y | -11.4% | +12.9% | -24.4% | -20.0% |
| 3Y | +114.1% | +75.7% | +38.4% | +52.2% |
| 5Y | -5.8% | -6.8% | +1.0% | -21.6% |
| All | -5.8% | -9.6% | +3.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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