-37.5%
APH vs DD
-9.3%
-28.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -46.4% |
| 7D | -48.7% | -4.8% | -43.9% | -46.8% |
| 30D | -51.9% | -10.3% | -41.6% | -49.0% |
| 3M | -43.6% | -7.5% | -36.0% | -40.8% |
| 6M | -37.5% | -8.0% | -29.5% | -33.3% |
| All | -37.5% | -9.3% | -28.2% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling