+422.0%
APH vs DASH
+16.3%
+405.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.7% |
| 7D | +5.0% | -10.6% | +15.5% | +7.0% |
| 30D | -3.9% | +2.2% | -6.0% | -4.4% |
| 3M | +13.0% | +32.3% | -19.3% | +6.8% |
| 6M | +25.2% | +19.1% | +6.0% | +20.1% |
| YTD | +22.9% | -6.5% | +29.5% | +22.9% |
| 1Y | +47.8% | -14.9% | +62.7% | +49.3% |
| 3Y | +283.0% | +151.9% | +131.1% | +221.0% |
| 5Y | +349.7% | +9.4% | +340.2% | +279.2% |
| All | +422.0% | +16.3% | +405.6% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded DASH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling