+122.9%
APH vs DD
+61.3%
+61.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -46.8% |
| 7D | -48.7% | -4.8% | -43.9% | -47.2% |
| 30D | -51.9% | -10.3% | -41.6% | -49.2% |
| 3M | -43.6% | -7.5% | -36.0% | -41.2% |
| 6M | -37.5% | -8.0% | -29.5% | -35.1% |
| YTD | -38.6% | +10.5% | -49.1% | -41.4% |
| 1Y | -26.3% | +38.3% | -64.6% | -36.8% |
| 3Y | +89.2% | +42.5% | +46.7% | +55.8% |
| All | +122.9% | +61.3% | +61.6% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling