+283.5%
APH vs DASH
+114.7%
+168.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +8.3% | -14.5% | -8.0% |
| 7D | -2.4% | +17.2% | -19.6% | -6.2% |
| 30D | -9.5% | +3.6% | -13.0% | -10.5% |
| 3M | -7.6% | -1.9% | -5.8% | -8.0% |
| 6M | +12.4% | +15.1% | -2.7% | +6.3% |
| YTD | +17.5% | -12.3% | +29.8% | +19.6% |
| 1Y | +16.4% | -17.2% | +33.6% | +19.6% |
| All | +283.5% | +114.7% | +168.8% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling