-9.4%
DASH vs ADM
+25.5%
-34.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.4% |
| 7D | +0.5% | -7.5% | +8.0% | +1.1% |
| 30D | -7.1% | -14.3% | +7.2% | -6.1% |
| 3M | -13.2% | -8.6% | -4.6% | -12.8% |
| 6M | +8.3% | -9.9% | +18.2% | +8.7% |
| YTD | -20.6% | +25.1% | -45.7% | -23.9% |
| 1Y | -24.4% | +28.8% | -53.3% | -27.9% |
| 3Y | +94.5% | +6.9% | +87.7% | +88.7% |
| 5Y | -9.4% | +25.9% | -35.3% | -11.1% |
| All | -9.4% | +25.5% | -34.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling