+143.9%
DASH vs AJG
+12.1%
+131.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -3.8% |
| 7D | -11.2% | -3.8% | -7.4% | -9.8% |
| 30D | -7.3% | +1.6% | -8.9% | -7.8% |
| 3M | +31.4% | +18.6% | +12.8% | +22.9% |
| 6M | +11.9% | +10.9% | +1.0% | +6.8% |
| YTD | -11.5% | -2.0% | -9.5% | -12.7% |
| 1Y | -20.0% | -14.9% | -5.1% | -17.9% |
| 3Y | +143.9% | +13.4% | +130.5% | +117.4% |
| All | +143.9% | +12.1% | +131.8% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling