+11.7%
DASH vs AG
+89.0%
-77.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -4.4% |
| 7D | -10.6% | +1.0% | -11.6% | -10.7% |
| 30D | +2.2% | +19.2% | -17.0% | -0.5% |
| 3M | +32.3% | +6.2% | +26.1% | +30.2% |
| 6M | +19.1% | -26.7% | +45.8% | +22.3% |
| YTD | -6.5% | +26.1% | -32.6% | -12.2% |
| 1Y | -14.9% | +131.7% | -146.5% | -27.9% |
| 3Y | +151.9% | +255.3% | -103.4% | +88.7% |
| 5Y | +9.4% | +61.9% | -52.5% | -10.3% |
| All | +11.7% | +89.0% | -77.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling