+153.0%
DASH vs AG
+260.2%
-107.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -4.5% |
| 7D | -10.6% | +1.0% | -11.6% | -10.6% |
| 30D | +2.2% | +19.2% | -17.0% | +0.5% |
| 3M | +32.3% | +6.2% | +26.1% | +30.9% |
| 6M | +19.1% | -26.7% | +45.8% | +20.8% |
| YTD | -6.5% | +26.1% | -32.6% | -9.9% |
| 1Y | -14.9% | +131.7% | -146.5% | -22.2% |
| All | +153.0% | +260.2% | -107.2% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling