+1,059.7%
APH vs DD
+68.8%
+990.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +5.0% | -3.5% | +8.5% | +6.5% |
| 30D | -3.9% | -10.3% | +6.4% | +0.8% |
| 3M | +13.0% | -7.5% | +20.5% | +16.7% |
| 6M | +25.2% | -8.0% | +33.2% | +28.9% |
| YTD | +22.9% | +10.5% | +12.5% | +16.0% |
| 1Y | +47.8% | +38.3% | +9.6% | +25.2% |
| 3Y | +283.0% | +42.5% | +240.5% | +210.5% |
| 5Y | +349.7% | +60.2% | +289.5% | +238.5% |
| All | +1,059.7% | +68.8% | +990.9% | +668.4% |
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