+317.7%
APH vs DASH
-4.2%
+321.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +8.3% | -14.5% | -7.8% |
| 7D | -2.4% | +17.2% | -19.6% | -5.7% |
| 30D | -9.5% | +3.6% | -13.0% | -10.4% |
| 3M | -7.6% | -1.9% | -5.8% | -8.0% |
| 6M | +12.4% | +15.1% | -2.7% | +7.5% |
| YTD | +17.5% | -12.3% | +29.8% | +18.4% |
| 1Y | +16.4% | -17.2% | +33.6% | +17.9% |
| 3Y | +281.6% | +114.7% | +166.9% | +217.1% |
| 5Y | +317.7% | -4.3% | +322.0% | +235.5% |
| All | +317.7% | -4.2% | +321.9% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling