+278.0%
APH vs DD
+94.8%
+183.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.4% |
| 7D | -5.0% | +2.2% | -7.3% | -5.7% |
| 30D | -8.4% | +20.7% | -29.0% | -13.9% |
| 3M | -4.5% | +11.3% | -15.8% | -7.9% |
| 6M | +25.3% | +6.0% | +19.3% | +22.6% |
| YTD | +18.9% | +31.7% | -12.8% | +7.4% |
| 1Y | +11.9% | +32.2% | -20.3% | +0.9% |
| 3Y | +278.0% | +92.7% | +185.3% | +185.6% |
| All | +278.0% | +94.8% | +183.2% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling