-9.4%
DASH vs AMC
-99.3%
+89.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.5% | +3.1% | -7.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.6% |
| 30D | -7.1% | +4.4% | -11.5% | -7.5% |
| 3M | -13.2% | +15.4% | -28.6% | -15.5% |
| 6M | +8.3% | +93.7% | -85.4% | -5.3% |
| YTD | -20.6% | +97.4% | -118.0% | -31.6% |
| 1Y | -24.4% | +23.2% | -47.6% | -30.3% |
| 3Y | +94.5% | -71.3% | +165.8% | +110.1% |
| 5Y | -9.4% | -99.3% | +89.8% | +74.9% |
| All | -9.4% | -99.3% | +89.8% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling