+883.4%
APH vs D
+42.6%
+840.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.5% |
| 7D | -5.9% | +3.0% | -8.9% | -6.8% |
| 30D | -14.8% | +11.5% | -26.3% | -17.5% |
| 3M | -12.4% | +3.7% | -16.2% | -13.5% |
| 6M | +8.1% | +13.5% | -5.5% | +3.5% |
| YTD | +10.9% | +20.7% | -9.8% | +4.3% |
| 1Y | +8.8% | +18.2% | -9.5% | +2.7% |
| 3Y | +262.1% | +73.3% | +188.8% | +193.1% |
| 5Y | +283.1% | +12.3% | +270.9% | +262.3% |
| All | +883.4% | +42.6% | +840.8% | +776.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling