+92.2%
DASH vs AFL
+66.2%
+26.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -10.6% | +8.6% | -19.3% | -11.7% |
| 3M | -18.8% | +5.3% | -24.1% | -19.4% |
| 6M | +11.2% | +10.0% | +1.2% | +9.8% |
| YTD | -23.8% | +16.5% | -40.3% | -25.5% |
| 1Y | -12.2% | +12.7% | -24.9% | -13.7% |
| All | +92.2% | +66.2% | +26.1% | +90.0% |
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