+7.4%
DASH vs AG
+64.2%
-56.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -4.3% |
| 7D | -10.6% | +1.0% | -11.6% | -10.7% |
| 30D | +2.2% | +19.2% | -17.0% | -0.9% |
| 3M | +32.3% | +6.2% | +26.1% | +29.9% |
| 6M | +19.1% | -26.7% | +45.8% | +22.8% |
| YTD | -6.5% | +26.1% | -32.6% | -13.2% |
| 1Y | -14.9% | +131.7% | -146.5% | -30.2% |
| 3Y | +151.9% | +255.3% | -103.4% | +76.8% |
| All | +7.4% | +64.2% | -56.8% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling