+84.0%
APLD vs DASH
-14.9%
+98.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.9% |
| 7D | +4.1% | -10.6% | +14.6% | +6.9% |
| 30D | -11.7% | +2.2% | -13.9% | -12.6% |
| 3M | -40.3% | +32.3% | -72.5% | -45.4% |
| 6M | -8.0% | +19.1% | -27.1% | -14.3% |
| YTD | +7.5% | -6.5% | +14.1% | +10.4% |
| 1Y | +84.0% | -14.9% | +98.9% | +106.0% |
| All | +84.0% | -14.9% | +98.9% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling