+268.0%
APH vs D
+14.9%
+253.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | -12.7% | +6.9% | -19.7% | -13.3% |
| 30D | -19.2% | +12.3% | -31.5% | -20.2% |
| 3M | -16.7% | +3.0% | -19.7% | -16.9% |
| 6M | +5.1% | +12.8% | -7.7% | +3.3% |
| YTD | +6.6% | +22.6% | -16.0% | +3.4% |
| 1Y | +3.9% | +21.7% | -17.8% | +0.8% |
| 3Y | +246.0% | +83.9% | +162.1% | +196.9% |
| 5Y | +268.0% | +14.0% | +254.0% | +278.7% |
| All | +268.0% | +14.9% | +253.1% | +278.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling