-11.3%
DASH vs AFL
+12.8%
-24.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -7.9% | +9.3% | -17.2% | -8.9% |
| 3M | -16.3% | +1.0% | -17.3% | -16.8% |
| 6M | +10.4% | +11.8% | -1.5% | +10.3% |
| YTD | -20.1% | +15.3% | -35.4% | -21.1% |
| All | -11.3% | +12.8% | -24.2% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling