+11.7%
DASH vs ACGL
+208.5%
-196.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.2% |
| 7D | -10.6% | -0.7% | -9.8% | -10.4% |
| 30D | +2.2% | -1.0% | +3.2% | +2.4% |
| 3M | +32.3% | +11.0% | +21.2% | +29.4% |
| 6M | +19.1% | -0.3% | +19.4% | +19.1% |
| YTD | -6.5% | +2.3% | -8.8% | -7.3% |
| 1Y | -14.9% | +6.4% | -21.3% | -16.5% |
| 3Y | +151.9% | +34.0% | +118.0% | +130.2% |
| 5Y | +9.4% | +161.6% | -152.2% | -14.9% |
| All | +11.7% | +208.5% | -196.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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