+5.8%
DASH vs AFL
+188.5%
-182.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -4.7% |
| 7D | -11.2% | -0.7% | -10.4% | -10.9% |
| 30D | -7.3% | -7.1% | -0.2% | -4.7% |
| 3M | +31.4% | +0.4% | +31.0% | +31.1% |
| 6M | +11.9% | +4.5% | +7.3% | +9.7% |
| YTD | -11.5% | +6.1% | -17.6% | -13.9% |
| 1Y | -20.0% | +10.6% | -30.6% | -24.0% |
| 3Y | +143.9% | +64.0% | +79.9% | +87.3% |
| 5Y | -0.2% | +133.7% | -134.0% | -36.8% |
| All | +5.8% | +188.5% | -182.7% | -38.8% |
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