+101.8%
DASH vs AFL
+60.8%
+41.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +0.4% | +0.1% | +0.2% | +0.4% |
| 30D | -6.0% | +10.0% | -16.1% | -7.3% |
| 3M | -15.8% | -1.6% | -14.2% | -15.7% |
| 6M | +7.0% | +10.5% | -3.6% | +5.6% |
| YTD | -20.7% | +14.3% | -34.9% | -22.2% |
| 1Y | -8.5% | +11.4% | -19.9% | -10.0% |
| 3Y | +101.8% | +62.4% | +39.4% | +98.5% |
| All | +101.8% | +60.8% | +41.0% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling