+101.8%
DASH vs AIG
+30.9%
+70.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.0% |
| 7D | +0.4% | -5.1% | +5.4% | +2.0% |
| 30D | -6.0% | +2.8% | -8.8% | -6.6% |
| 3M | -15.8% | -2.1% | -13.6% | -15.2% |
| 6M | +7.0% | +1.4% | +5.6% | +6.7% |
| YTD | -20.7% | -7.4% | -13.3% | -19.2% |
| 1Y | -8.5% | +4.4% | -13.0% | -9.8% |
| 3Y | +101.8% | +30.0% | +71.8% | +96.9% |
| All | +101.8% | +30.9% | +70.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling