+4.1%
DASH vs AJG
+121.8%
-117.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.1% |
| 7D | -12.8% | -7.4% | -5.4% | -9.1% |
| 30D | -6.0% | -3.0% | -3.0% | -4.4% |
| 3M | +26.7% | +12.8% | +13.9% | +18.0% |
| 6M | +11.7% | +12.8% | -1.1% | +4.0% |
| YTD | -12.9% | -4.7% | -8.2% | -11.9% |
| 1Y | -23.1% | -17.2% | -5.9% | -16.3% |
| 3Y | +140.0% | +10.2% | +129.9% | +108.7% |
| 5Y | -5.1% | +76.9% | -82.0% | -38.5% |
| All | +4.1% | +121.8% | -117.7% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling