-9.4%
DASH vs APA
+68.3%
-77.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -9.1% |
| 7D | +0.5% | -15.6% | +16.1% | +2.8% |
| 30D | -7.1% | -0.9% | -6.2% | -7.4% |
| 3M | -13.2% | +26.1% | -39.3% | -17.0% |
| 6M | +8.3% | +6.1% | +2.2% | +5.9% |
| YTD | -20.6% | +82.8% | -103.4% | -31.5% |
| 1Y | -24.4% | +106.5% | -130.9% | -37.0% |
| 3Y | +94.5% | +21.9% | +72.6% | +75.2% |
| 5Y | -9.4% | +69.7% | -79.1% | -26.5% |
| All | -9.4% | +68.3% | -77.7% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling