+285.2%
APH vs DD
+67.2%
+217.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | +4.9% | +5.0% | -0.1% | +2.8% |
| 30D | -5.4% | +19.7% | -25.1% | -12.2% |
| 3M | -5.5% | +7.2% | -12.6% | -8.1% |
| 6M | +25.9% | +1.0% | +24.9% | +25.3% |
| YTD | +16.4% | +29.1% | -12.7% | +3.0% |
| 1Y | +16.5% | +28.5% | -12.0% | +3.3% |
| 3Y | +270.9% | +89.4% | +181.4% | +163.7% |
| All | +285.2% | +67.2% | +217.9% | +180.8% |
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