+948.3%
APH vs DD
+98.3%
+850.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +11.1% | +6.7% | +4.4% | +8.1% |
| 30D | -7.3% | +19.4% | -26.7% | -14.1% |
| 3M | -6.2% | +7.6% | -13.8% | -9.1% |
| 6M | +24.9% | +2.9% | +22.0% | +23.3% |
| YTD | +18.4% | +29.9% | -11.4% | +4.2% |
| 1Y | +13.0% | +28.6% | -15.7% | -0.2% |
| 3Y | +276.4% | +90.0% | +186.4% | +168.7% |
| 5Y | +296.4% | +68.1% | +228.3% | +193.9% |
| All | +948.3% | +98.3% | +850.0% | +583.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling