+11.7%
DASH vs AFL
+193.6%
-181.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.3% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | +2.2% | -6.2% | +8.3% | +4.6% |
| 3M | +32.3% | +2.2% | +30.1% | +31.0% |
| 6M | +19.1% | +5.3% | +13.8% | +16.4% |
| YTD | -6.5% | +8.0% | -14.5% | -9.7% |
| 1Y | -14.9% | +10.2% | -25.1% | -18.9% |
| 3Y | +151.9% | +67.1% | +84.9% | +92.0% |
| 5Y | +9.4% | +135.6% | -126.1% | -31.0% |
| All | +11.7% | +193.6% | -181.9% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling