-5.2%
DASH vs AMCR
+3.0%
-8.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.8% |
| 7D | +0.4% | -5.3% | +5.7% | +3.1% |
| 30D | -6.0% | +8.7% | -14.8% | -8.9% |
| 3M | -15.8% | -3.3% | -12.5% | -14.3% |
| 6M | +7.0% | +15.1% | -8.1% | +1.1% |
| YTD | -20.7% | +12.4% | -33.1% | -25.6% |
| 1Y | -8.5% | +15.8% | -24.4% | -15.6% |
| 3Y | +101.8% | +16.7% | +85.0% | +74.4% |
| 5Y | -9.6% | -5.1% | -4.5% | -8.3% |
| All | -5.2% | +3.0% | -8.2% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling