-5.2%
DASH vs APD
+30.3%
-35.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +0.4% | -3.7% | +4.0% | +1.9% |
| 30D | -6.0% | +9.6% | -15.7% | -8.9% |
| 3M | -15.8% | +1.6% | -17.4% | -16.1% |
| 6M | +7.0% | +2.2% | +4.8% | +5.9% |
| YTD | -20.7% | +25.9% | -46.5% | -28.1% |
| 1Y | -8.5% | +20.1% | -28.7% | -16.0% |
| 3Y | +101.8% | +12.4% | +89.4% | +84.2% |
| 5Y | -9.6% | +11.1% | -20.7% | -30.0% |
| All | -5.2% | +30.3% | -35.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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