-7.0%
DASH vs ACM
-2.7%
-4.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +5.4% | -5.0% | -2.9% |
| 30D | -6.0% | +15.1% | -21.2% | -14.5% |
| 3M | -15.8% | -10.5% | -5.3% | -9.9% |
| 6M | +7.0% | -19.7% | +26.7% | +22.6% |
| YTD | -20.7% | -28.8% | +8.2% | -1.0% |
| 1Y | -8.5% | -47.9% | +39.3% | +46.2% |
| 3Y | +101.8% | -12.4% | +114.1% | +95.9% |
| All | -7.0% | -2.7% | -4.3% | -22.9% |
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