-29.3%
DASH vs AMCR
-9.1%
-20.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | -2.4% | -2.2% | -3.4% |
| 30D | -6.8% | +3.6% | -10.4% | -7.8% |
| 3M | -20.7% | -4.2% | -16.5% | -18.8% |
| 6M | +15.1% | +15.5% | -0.5% | +8.1% |
| YTD | -24.3% | +9.7% | -34.0% | -28.7% |
| 1Y | -12.1% | +8.3% | -20.4% | -16.8% |
| 3Y | +91.1% | +15.4% | +75.7% | +59.8% |
| All | -29.3% | -9.1% | -20.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling