+7.4%
DASH vs AFL
+135.6%
-128.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.2% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | +2.2% | -6.2% | +8.3% | +4.8% |
| 3M | +32.3% | +2.2% | +30.1% | +30.8% |
| 6M | +19.1% | +5.3% | +13.8% | +16.2% |
| YTD | -6.5% | +8.0% | -14.5% | -10.0% |
| 1Y | -14.9% | +10.2% | -25.1% | -19.3% |
| 3Y | +151.9% | +67.1% | +84.9% | +83.8% |
| All | +7.4% | +135.6% | -128.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling