+300.6%
APH vs DD
+70.3%
+230.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +0.4% | +3.2% | -2.9% | -0.8% |
| 30D | -8.0% | +20.3% | -28.3% | -14.8% |
| 3M | -5.0% | +8.2% | -13.2% | -8.0% |
| 6M | +29.9% | +3.4% | +26.5% | +27.9% |
| YTD | +18.0% | +30.6% | -12.7% | +3.9% |
| 1Y | +11.3% | +30.6% | -19.3% | -2.0% |
| 3Y | +274.9% | +91.1% | +183.8% | +166.0% |
| 5Y | +300.6% | +68.6% | +232.0% | +194.8% |
| All | +300.6% | +70.3% | +230.3% | +194.8% |
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