+154.3%
APH vs DASH
+16.3%
+138.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.6% | -39.2% | -46.1% |
| 7D | -48.7% | -8.7% | -40.0% | -47.0% |
| 30D | -51.9% | +2.2% | -54.1% | -51.4% |
| 3M | -43.6% | +32.3% | -75.8% | -45.7% |
| 6M | -37.5% | +19.1% | -56.7% | -39.0% |
| YTD | -38.6% | -6.5% | -32.1% | -37.6% |
| 1Y | -26.3% | -14.9% | -11.4% | -24.3% |
| 3Y | +89.2% | +151.9% | -62.7% | +61.3% |
| 5Y | +119.8% | +9.4% | +110.4% | +88.6% |
| All | +154.3% | +16.3% | +138.0% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling