-17.2%
DASH vs AJG
+19.3%
-36.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.9% | +5.5% |
| 7D | +17.2% | +10.7% | +6.4% | +11.6% |
| 30D | +3.6% | +26.9% | -23.3% | -7.7% |
| 3M | -1.9% | +16.6% | -18.4% | -8.8% |
| 6M | +15.1% | +40.1% | -25.1% | -3.8% |
| YTD | -12.3% | +12.4% | -24.8% | -21.0% |
| 1Y | -17.2% | +15.9% | -33.2% | -26.7% |
| All | -17.2% | +19.3% | -36.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling