+373.4%
APLD vs DASH
+152.1%
+221.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +4.6% |
| 7D | +4.1% | -10.6% | +14.6% | +11.2% |
| 30D | -11.7% | +2.2% | -13.9% | -13.6% |
| 3M | -40.3% | +32.3% | -72.5% | -51.2% |
| 6M | -8.0% | +19.1% | -27.1% | -21.3% |
| YTD | +7.5% | -6.5% | +14.1% | +8.3% |
| 1Y | +84.0% | -14.9% | +98.9% | +95.3% |
| All | +373.4% | +152.1% | +221.3% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling