-4.5%
DASH vs AFL
+213.7%
-218.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -4.8% | +0.5% | -5.3% | -5.0% |
| 30D | -7.9% | +9.3% | -17.2% | -11.0% |
| 3M | -16.3% | +1.0% | -17.3% | -16.7% |
| 6M | +10.4% | +11.8% | -1.5% | +5.5% |
| YTD | -20.1% | +15.3% | -35.4% | -24.8% |
| 1Y | -11.4% | +12.1% | -23.5% | -15.7% |
| 3Y | +114.1% | +65.0% | +49.1% | +65.7% |
| 5Y | -5.8% | +149.1% | -154.9% | -42.0% |
| All | -4.5% | +213.7% | -218.2% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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