+5.8%
DASH vs AGI
+314.6%
-308.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.1% |
| 7D | -11.2% | +4.4% | -15.6% | -11.9% |
| 30D | -7.3% | +10.0% | -17.3% | -9.1% |
| 3M | +31.4% | +1.7% | +29.7% | +30.3% |
| 6M | +11.9% | -26.8% | +38.7% | +17.2% |
| YTD | -11.5% | -5.3% | -6.2% | -12.5% |
| 1Y | -20.0% | +11.5% | -31.5% | -24.0% |
| 3Y | +143.9% | +212.9% | -69.0% | +79.5% |
| 5Y | -0.2% | +388.8% | -389.0% | -34.8% |
| All | +5.8% | +314.6% | -308.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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