+101.8%
DASH vs AME
+62.2%
+39.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.3% |
| 7D | +0.4% | -5.2% | +5.5% | +2.5% |
| 30D | -6.0% | -8.0% | +2.0% | -2.9% |
| 3M | -15.8% | -8.9% | -6.8% | -12.7% |
| 6M | +7.0% | -5.0% | +12.0% | +8.0% |
| YTD | -20.7% | +11.9% | -32.6% | -27.9% |
| 1Y | -8.5% | +16.6% | -25.2% | -19.2% |
| 3Y | +101.8% | +62.5% | +39.3% | +43.7% |
| All | +101.8% | +62.2% | +39.6% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling