+951.3%
APH vs DD
+105.4%
+845.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.9% | +2.3% | +5.6% |
| 7D | +1.1% | +9.8% | -8.7% | -2.8% |
| 30D | -7.5% | +19.3% | -26.8% | -14.3% |
| 3M | -4.4% | +9.4% | -13.8% | -8.1% |
| 6M | +26.5% | +4.8% | +21.7% | +23.8% |
| YTD | +20.0% | +30.2% | -10.2% | +5.5% |
| 1Y | +16.9% | +32.2% | -15.4% | +2.0% |
| 3Y | +288.5% | +93.1% | +195.4% | +175.3% |
| 5Y | +310.3% | +68.0% | +242.3% | +204.3% |
| 10Y | +951.3% | +98.5% | +852.8% | +581.4% |
| All | +951.3% | +105.4% | +845.9% | +581.4% |
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