+153.0%
DASH vs AME
+50.7%
+102.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.4% |
| 7D | -10.6% | +0.6% | -11.2% | -10.9% |
| 30D | +2.2% | -6.7% | +8.8% | +5.6% |
| 3M | +32.3% | +4.1% | +28.2% | +28.5% |
| 6M | +19.1% | +1.6% | +17.5% | +16.4% |
| YTD | -6.5% | +16.1% | -22.7% | -16.3% |
| 1Y | -14.9% | +27.3% | -42.2% | -28.7% |
| All | +153.0% | +50.7% | +102.3% | +67.0% |
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