+192.2%
APLD vs DASH
+73.2%
+118.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.4% | -5.3% | -10.0% |
| 7D | -27.0% | +0.5% | -27.5% | -27.7% |
| 30D | -44.1% | -7.1% | -37.0% | -42.5% |
| 3M | -52.6% | -13.2% | -39.4% | -50.1% |
| 6M | -64.5% | +8.3% | -72.8% | -67.3% |
| YTD | -42.2% | -20.6% | -21.7% | -38.4% |
| 1Y | -57.2% | -24.4% | -32.8% | -53.4% |
| 3Y | +159.5% | +94.5% | +65.0% | +79.0% |
| All | +192.2% | +73.2% | +118.9% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling