-29.3%
DASH vs AGI
+243.7%
-273.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -4.5% | -10.1% | +5.6% | -2.3% |
| 30D | -6.8% | -6.5% | -0.3% | -5.8% |
| 3M | -20.7% | -12.8% | -7.9% | -18.8% |
| 6M | +15.1% | -34.3% | +49.4% | +24.4% |
| YTD | -24.3% | -25.6% | +1.3% | -21.8% |
| 1Y | -12.1% | -14.2% | +2.1% | -12.7% |
| 3Y | +91.1% | +127.3% | -36.2% | +36.2% |
| All | -29.3% | +243.7% | -273.1% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling