-5.9%
DASH vs AME
+108.1%
-114.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -4.1% | +1.4% | -0.2% |
| 30D | -9.3% | -4.1% | -5.2% | -7.3% |
| 3M | -15.1% | -5.6% | -9.4% | -12.6% |
| 6M | +8.7% | +2.8% | +5.9% | +4.2% |
| YTD | -21.3% | +16.6% | -37.9% | -32.7% |
| 1Y | -12.7% | +21.1% | -33.7% | -27.7% |
| 3Y | +103.8% | +61.1% | +42.7% | +27.1% |
| 5Y | -16.8% | +76.6% | -93.4% | -55.4% |
| All | -5.9% | +108.1% | -114.1% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling