+153.0%
DASH vs APA
+5.6%
+147.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.5% |
| 7D | -10.6% | +0.5% | -11.1% | -10.6% |
| 30D | +2.2% | +23.4% | -21.2% | +1.1% |
| 3M | +32.3% | +12.7% | +19.6% | +31.4% |
| 6M | +19.1% | +39.4% | -20.3% | +14.2% |
| YTD | -6.5% | +79.0% | -85.5% | -13.4% |
| 1Y | -14.9% | +88.8% | -103.7% | -22.2% |
| All | +153.0% | +5.6% | +147.4% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling