-52.6%
APLD vs DASH
-11.9%
-40.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.4% | -5.3% | -14.1% |
| 7D | -27.0% | +0.5% | -27.5% | -25.6% |
| 30D | -44.1% | -7.1% | -37.0% | -42.2% |
| 3M | -52.6% | -13.2% | -39.4% | -54.4% |
| All | -52.6% | -11.9% | -40.7% | -54.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling