-5.9%
DASH vs ADM
+64.3%
-70.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -10.2% | +0.1% | -10.4% | -10.2% |
| 30D | -8.2% | -11.8% | +3.6% | -7.4% |
| 3M | -15.9% | -11.3% | -4.6% | -15.3% |
| 6M | +13.3% | -10.0% | +23.3% | +13.8% |
| YTD | -21.3% | +25.9% | -47.2% | -24.5% |
| 1Y | -11.1% | +26.7% | -37.8% | -14.8% |
| 3Y | +103.8% | +8.1% | +95.7% | +97.3% |
| 5Y | -21.6% | +23.5% | -45.1% | -22.7% |
| All | -5.9% | +64.3% | -70.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling