+4.8%
DASH vs AG
+38.7%
-33.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.1% | -0.8% | +7.0% |
| 7D | +17.2% | -2.6% | +19.8% | +17.5% |
| 30D | +3.6% | -12.1% | +15.7% | +5.3% |
| 3M | -1.9% | -6.6% | +4.7% | -1.4% |
| 6M | +15.1% | -20.5% | +35.5% | +17.0% |
| YTD | -12.3% | -7.4% | -4.9% | -14.3% |
| 1Y | -17.2% | +33.4% | -50.6% | -23.7% |
| 3Y | +114.7% | +219.9% | -105.2% | +62.7% |
| 5Y | -4.3% | +23.1% | -27.3% | -18.2% |
| All | +4.8% | +38.7% | -33.9% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling