-46.5%
APLD vs DASH
-16.7%
-29.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.3% | -15.1% | -8.2% |
| 7D | -18.5% | +17.2% | -35.7% | -21.6% |
| 30D | -32.8% | +3.6% | -36.3% | -33.2% |
| 3M | -46.9% | -1.9% | -45.0% | -47.1% |
| 6M | -53.4% | +15.1% | -68.5% | -55.9% |
| YTD | -32.3% | -12.3% | -19.9% | -29.9% |
| 1Y | -46.5% | -17.2% | -29.3% | -43.5% |
| All | -46.5% | -16.7% | -29.8% | -43.5% |
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