+90.5%
APH vs D
+56.9%
+33.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.8% |
| 7D | -48.7% | -1.0% | -47.7% | -48.7% |
| 30D | -51.9% | -3.6% | -48.4% | -52.0% |
| 3M | -43.6% | -1.0% | -42.6% | -43.6% |
| 6M | -37.5% | +6.3% | -43.8% | -37.6% |
| YTD | -38.6% | +14.7% | -53.3% | -38.7% |
| 1Y | -26.3% | +16.9% | -43.3% | -26.4% |
| All | +90.5% | +56.9% | +33.6% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling