+101.8%
DASH vs AEM
+311.2%
-209.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | +0.4% | +15.8% | -15.5% | -2.0% |
| 30D | -6.0% | +6.2% | -12.2% | -7.2% |
| 3M | -15.8% | +14.3% | -30.1% | -17.7% |
| 6M | +7.0% | +1.4% | +5.6% | +5.7% |
| YTD | -20.7% | +13.7% | -34.4% | -23.4% |
| 1Y | -8.5% | +21.3% | -29.9% | -12.6% |
| 3Y | +101.8% | +309.9% | -208.1% | +58.7% |
| All | +101.8% | +311.2% | -209.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling