-29.3%
DASH vs AIG
+59.1%
-88.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | +6.6% | -11.1% | -7.6% |
| 30D | -6.8% | +7.0% | -13.8% | -9.9% |
| 3M | -20.7% | +9.7% | -30.4% | -24.2% |
| 6M | +15.1% | +10.8% | +4.3% | +9.1% |
| YTD | -24.3% | -1.3% | -23.0% | -24.3% |
| 1Y | -12.1% | +8.4% | -20.5% | -16.6% |
| 3Y | +91.1% | +39.0% | +52.1% | +50.5% |
| All | -29.3% | +59.1% | -88.5% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling