+11.7%
DASH vs ACM
+35.4%
-23.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.4% |
| 7D | -10.6% | -3.7% | -6.8% | -8.5% |
| 30D | +2.2% | -11.1% | +13.3% | +8.7% |
| 3M | +32.3% | -8.0% | +40.3% | +37.1% |
| 6M | +19.1% | -29.7% | +48.8% | +46.2% |
| YTD | -6.5% | -29.4% | +22.9% | +13.8% |
| 1Y | -14.9% | -46.4% | +31.5% | +24.6% |
| 3Y | +151.9% | -22.3% | +174.3% | +179.8% |
| 5Y | +9.4% | +4.5% | +5.0% | +2.2% |
| All | +11.7% | +35.4% | -23.7% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling