Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DASH vs AME✓SelectedUSD · AMEDASH vs AME performance historyLatest closeAs of-4.63%09/04
Stock and ETF performance explorer

DASH vs AME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-14.9%
AME return
+29.8%
Excess return
-44.7%
Maximum drawdown
-48.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioAMEExcessAlpha
1D-4.6%+1.5%-6.1%-4.8%
7D-10.6%+0.6%-11.2%-10.6%
30D+2.2%-6.7%+8.8%+2.9%
3M+32.3%+4.1%+28.2%+30.8%
6M+19.1%+1.6%+17.5%+16.9%
YTD-6.5%+16.1%-22.7%-9.2%
1Y-14.9%+27.3%-42.2%-16.2%
All-14.9%+29.8%-44.7%-16.2%

Cumulative growth

Daily Returns

Daily percentage return beside AME.

Daily Out/Under-Performance

Portfolio return minus AME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × AME 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 AME 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