+244.7%
APLD vs DASH
+74.2%
+170.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.2% |
| 7D | +3.1% | -4.8% | +7.9% | +5.4% |
| 30D | -29.4% | -7.9% | -21.5% | -27.1% |
| 3M | -42.8% | -16.3% | -26.5% | -38.5% |
| 6M | -59.5% | +10.4% | -69.9% | -63.1% |
| YTD | -31.8% | -20.1% | -11.7% | -27.6% |
| 1Y | -46.0% | -11.4% | -34.6% | -45.9% |
| 3Y | +252.0% | +114.1% | +137.9% | +132.5% |
| All | +244.7% | +74.2% | +170.5% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling