-9.4%
DASH vs AMT
-18.8%
+9.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.3% |
| 7D | +0.5% | +4.4% | -3.8% | -0.7% |
| 30D | -7.1% | +17.7% | -24.8% | -11.5% |
| 3M | -13.2% | +16.7% | -29.9% | -17.1% |
| 6M | +8.3% | +11.1% | -2.8% | +4.4% |
| YTD | -20.6% | +13.9% | -34.4% | -24.7% |
| 1Y | -24.4% | +12.5% | -36.9% | -28.1% |
| 3Y | +94.5% | +13.2% | +81.4% | +71.1% |
| 5Y | -9.4% | -17.9% | +8.4% | -7.9% |
| All | -9.4% | -18.8% | +9.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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