-20.0%
DASH vs AMCR
+11.9%
-31.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.0% |
| 7D | -11.2% | -1.8% | -9.3% | -10.9% |
| 30D | -7.3% | -6.0% | -1.3% | -6.3% |
| 3M | +31.4% | +18.9% | +12.5% | +29.9% |
| 6M | +11.9% | +5.7% | +6.2% | +8.9% |
| YTD | -11.5% | +11.1% | -22.6% | -12.5% |
| 1Y | -20.0% | +12.7% | -32.7% | -19.5% |
| All | -20.0% | +11.9% | -31.9% | -19.5% |
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