-8.9%
DASH vs ADM
+64.4%
-73.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.1% | +0.7% | -4.8% | -4.1% |
| 30D | -10.6% | -14.7% | +4.1% | -9.6% |
| 3M | -18.8% | -10.4% | -8.4% | -18.2% |
| 6M | +11.2% | -10.9% | +22.2% | +11.8% |
| YTD | -23.8% | +26.0% | -49.8% | -26.9% |
| 1Y | -12.2% | +26.5% | -38.7% | -15.8% |
| 3Y | +97.3% | +8.2% | +89.1% | +91.0% |
| 5Y | -29.8% | +24.0% | -53.8% | -30.8% |
| All | -8.9% | +64.4% | -73.4% | -13.7% |
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