-21.9%
DASH vs AJG
-17.2%
-4.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -9.4% | -8.5% | -0.9% | -5.7% |
| 30D | -5.2% | -3.8% | -1.4% | -3.4% |
| 3M | +33.1% | +10.8% | +22.3% | +26.8% |
| 6M | +18.3% | +15.6% | +2.7% | +10.3% |
| YTD | -11.2% | -5.1% | -6.1% | -13.4% |
| 1Y | -21.9% | -16.0% | -5.9% | -22.9% |
| All | -21.9% | -17.2% | -4.7% | -22.9% |
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