-5.9%
DASH vs APA
+251.6%
-257.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.8% | -5.5% | +2.8% | -2.1% |
| 30D | -9.3% | -1.2% | -8.1% | -9.5% |
| 3M | -15.1% | +10.6% | -25.6% | -16.8% |
| 6M | +8.7% | +28.4% | -19.7% | +3.1% |
| YTD | -21.3% | +89.7% | -111.0% | -31.8% |
| 1Y | -12.7% | +90.6% | -103.3% | -24.5% |
| 3Y | +103.8% | +36.9% | +66.9% | +79.7% |
| 5Y | -16.8% | +83.2% | -100.0% | -30.9% |
| All | -5.9% | +251.6% | -257.6% | -30.8% |
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