+61.4%
DASH vs AMIX
-100.0%
+161.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.0% | +20.0% | +0.1% |
| 7D | -10.2% | -8.1% | -2.2% | -10.2% |
| 30D | -8.2% | -52.3% | +44.0% | -8.0% |
| 3M | -15.9% | -83.8% | +67.9% | -15.4% |
| 6M | +13.3% | -79.0% | +92.3% | +13.0% |
| YTD | -21.3% | -87.2% | +65.9% | -21.4% |
| 1Y | -11.1% | -91.7% | +80.5% | -11.3% |
| All | +61.4% | -100.0% | +161.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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