+11.7%
DASH vs AJG
+137.9%
-126.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.8% |
| 7D | -10.6% | -1.8% | -8.7% | -9.7% |
| 30D | +2.2% | +4.6% | -2.5% | -0.4% |
| 3M | +32.3% | +24.9% | +7.4% | +16.5% |
| 6M | +19.1% | +17.2% | +1.9% | +8.5% |
| YTD | -6.5% | +2.2% | -8.7% | -9.0% |
| 1Y | -14.9% | -11.5% | -3.4% | -10.6% |
| 3Y | +151.9% | +16.7% | +135.2% | +112.7% |
| 5Y | +9.4% | +89.6% | -80.2% | -31.8% |
| All | +11.7% | +137.9% | -126.2% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling