-4.5%
DASH vs AGI
+271.1%
-275.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -4.8% | +17.4% | -22.2% | -7.7% |
| 30D | -7.9% | -0.9% | -7.0% | -8.1% |
| 3M | -16.3% | -1.6% | -14.7% | -16.5% |
| 6M | +10.4% | -24.7% | +35.1% | +15.0% |
| YTD | -20.1% | -15.3% | -4.8% | -19.7% |
| 1Y | -11.4% | +5.5% | -16.9% | -15.0% |
| 3Y | +114.1% | +154.5% | -40.4% | +64.0% |
| 5Y | -5.8% | +310.6% | -316.4% | -37.5% |
| All | -4.5% | +271.1% | -275.6% | -37.9% |
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