-12.2%
DASH vs ACM
-46.1%
+33.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -4.1% | +5.1% | -9.2% | -6.1% |
| 30D | -10.6% | +18.7% | -29.3% | -16.5% |
| 3M | -18.8% | +15.5% | -34.2% | -23.5% |
| 6M | +11.2% | +1.2% | +10.0% | +9.5% |
| YTD | -23.8% | -25.2% | +1.4% | -12.7% |
| 1Y | -12.2% | -46.3% | +34.1% | +22.3% |
| All | -12.2% | -46.1% | +33.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling