+7.4%
DASH vs APD
+27.6%
-20.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.3% |
| 7D | -10.6% | -2.2% | -8.4% | -9.8% |
| 30D | +2.2% | +2.1% | +0.1% | +1.4% |
| 3M | +32.3% | +7.2% | +25.1% | +28.5% |
| 6M | +19.1% | +11.2% | +7.9% | +13.1% |
| YTD | -6.5% | +24.4% | -30.9% | -15.9% |
| 1Y | -14.9% | +6.7% | -21.6% | -18.2% |
| 3Y | +151.9% | +9.2% | +142.7% | +131.7% |
| All | +7.4% | +27.6% | -20.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling