-17.2%
DASH vs AMCR
+32.3%
-49.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.1% | +7.5% |
| 7D | +17.2% | +6.2% | +10.9% | +15.8% |
| 30D | +3.6% | +16.0% | -12.5% | +0.6% |
| 3M | -1.9% | +4.4% | -6.2% | -2.9% |
| 6M | +15.1% | +35.5% | -20.4% | +11.3% |
| YTD | -12.3% | +21.5% | -33.8% | -12.7% |
| 1Y | -17.2% | +30.7% | -48.0% | -9.8% |
| All | -17.2% | +32.3% | -49.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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