-4.5%
DASH vs AMCR
+3.6%
-8.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.8% | -7.9% | +3.1% | -1.1% |
| 30D | -7.9% | +8.2% | -16.1% | -10.5% |
| 3M | -16.3% | -4.3% | -12.0% | -14.5% |
| 6M | +10.4% | +16.6% | -6.2% | +3.8% |
| YTD | -20.1% | +13.1% | -33.2% | -25.3% |
| 1Y | -11.4% | +14.4% | -25.8% | -17.8% |
| 3Y | +114.1% | +18.4% | +95.7% | +83.5% |
| 5Y | -5.8% | -5.8% | 0.0% | -4.6% |
| All | -4.5% | +3.6% | -8.1% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling