-9.4%
DASH vs ACM
+1.8%
-11.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.2% | -7.2% | -7.9% |
| 7D | +0.5% | +5.1% | -4.5% | -2.5% |
| 30D | -7.1% | +11.5% | -18.6% | -13.5% |
| 3M | -13.2% | -10.5% | -2.7% | -7.2% |
| 6M | +8.3% | -20.4% | +28.7% | +24.9% |
| YTD | -20.6% | -28.9% | +8.3% | -0.9% |
| 1Y | -24.4% | -48.7% | +24.3% | +22.7% |
| 3Y | +94.5% | -12.5% | +107.0% | +89.3% |
| 5Y | -9.4% | +0.5% | -10.0% | -24.9% |
| All | -9.4% | +1.8% | -11.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling