+352.4%
APH vs DASH
-1.1%
+353.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -7.7% |
| 7D | -12.7% | +0.5% | -13.2% | -12.9% |
| 30D | -19.2% | -7.1% | -12.1% | -18.3% |
| 3M | -16.7% | -13.2% | -3.5% | -15.1% |
| 6M | +5.1% | +8.3% | -3.2% | +2.3% |
| YTD | +6.6% | -20.6% | +27.1% | +9.1% |
| 1Y | +3.9% | -24.4% | +28.3% | +6.7% |
| 3Y | +246.0% | +94.5% | +151.5% | +202.2% |
| 5Y | +268.0% | -9.4% | +277.4% | +218.3% |
| All | +352.4% | -1.1% | +353.6% | +285.0% |
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