-9.5%
DASH vs AJG
+156.9%
-166.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.7% |
| 7D | -4.5% | +0.5% | -5.0% | -4.8% |
| 30D | -6.8% | +19.4% | -26.2% | -15.1% |
| 3M | -20.7% | +11.9% | -32.6% | -25.4% |
| 6M | +15.1% | +48.3% | -33.2% | -7.7% |
| YTD | -24.3% | +10.3% | -34.6% | -29.3% |
| 1Y | -12.1% | +11.5% | -23.7% | -18.5% |
| 3Y | +91.1% | +17.5% | +73.5% | +62.9% |
| 5Y | -30.3% | +79.8% | -110.0% | -58.8% |
| All | -9.5% | +156.9% | -166.4% | -37.7% |
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