-9.4%
DASH vs AME
+62.5%
-72.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.9% | -3.5% | -5.0% |
| 7D | +0.5% | -11.4% | +11.9% | +9.4% |
| 30D | -7.1% | -12.1% | +5.0% | +1.5% |
| 3M | -13.2% | -12.3% | -0.9% | -5.4% |
| 6M | +8.3% | -4.6% | +12.9% | +9.3% |
| YTD | -20.6% | +9.1% | -29.7% | -29.9% |
| 1Y | -24.4% | +13.3% | -37.7% | -35.7% |
| 3Y | +94.5% | +58.2% | +36.4% | +10.5% |
| 5Y | -9.4% | +63.4% | -72.9% | -55.3% |
| All | -9.4% | +62.5% | -72.0% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling