-5.2%
DASH vs APA
+247.8%
-253.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.5% |
| 7D | +0.4% | -15.5% | +15.9% | +2.6% |
| 30D | -6.0% | +2.4% | -8.4% | -6.7% |
| 3M | -15.8% | +22.8% | -38.5% | -18.9% |
| 6M | +7.0% | +17.9% | -11.0% | +2.9% |
| YTD | -20.7% | +87.7% | -108.3% | -31.2% |
| 1Y | -8.5% | +94.2% | -102.7% | -21.3% |
| 3Y | +101.8% | +27.2% | +74.6% | +80.7% |
| 5Y | -9.6% | +74.1% | -83.7% | -24.4% |
| All | -5.2% | +247.8% | -253.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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