+132,206.3%
APH vs D
+1,711.6%
+130,494.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | -3.9% | -2.6% | -1.3% | -3.0% |
| 3M | +13.0% | 0.0% | +13.0% | +12.7% |
| 6M | +25.2% | +7.4% | +17.8% | +21.2% |
| YTD | +22.9% | +15.9% | +7.1% | +15.9% |
| 1Y | +47.8% | +18.1% | +29.7% | +37.9% |
| 3Y | +283.0% | +58.4% | +224.6% | +210.8% |
| 5Y | +349.7% | +5.2% | +344.5% | +322.4% |
| 10Y | +1,061.2% | +35.9% | +1,025.4% | +856.0% |
| All | +132,206.3% | +1,711.6% | +130,494.7% | +64,854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling