+11.7%
DASH vs AME
+107.3%
-95.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.7% |
| 7D | -10.6% | +0.6% | -11.2% | -11.0% |
| 30D | +2.2% | -6.7% | +8.8% | +7.0% |
| 3M | +32.3% | +4.1% | +28.2% | +27.3% |
| 6M | +19.1% | +1.6% | +17.5% | +15.4% |
| YTD | -6.5% | +16.1% | -22.7% | -19.0% |
| 1Y | -14.9% | +27.3% | -42.2% | -32.3% |
| 3Y | +151.9% | +50.9% | +101.1% | +68.7% |
| 5Y | +9.4% | +81.4% | -71.9% | -41.4% |
| All | +11.7% | +107.3% | -95.6% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling