-5.1%
DASH vs APD
+32.3%
-37.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -8.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.9% |
| 30D | -7.1% | +10.1% | -17.2% | -10.0% |
| 3M | -13.2% | +4.9% | -18.1% | -14.5% |
| 6M | +8.3% | +2.5% | +5.8% | +7.1% |
| YTD | -20.6% | +27.8% | -48.3% | -28.4% |
| 1Y | -24.4% | +32.9% | -57.3% | -34.2% |
| 3Y | +94.5% | +13.4% | +81.2% | +77.4% |
| 5Y | -9.4% | +12.8% | -22.3% | -30.3% |
| All | -5.1% | +32.3% | -37.4% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling