+16.4%
APH vs DD
+49.3%
-32.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -5.5% |
| 7D | -2.4% | +8.7% | -11.1% | -5.1% |
| 30D | -9.5% | +15.3% | -24.8% | -13.6% |
| 3M | -7.6% | +5.9% | -13.5% | -9.4% |
| 6M | +12.4% | +11.6% | +0.8% | +8.1% |
| YTD | +17.5% | +26.5% | -9.0% | +6.3% |
| 1Y | +16.4% | +35.4% | -19.0% | +3.2% |
| All | +16.4% | +49.3% | -32.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling