+29.9%
APH vs DD
+4.6%
+25.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.2% |
| 7D | +0.4% | +3.2% | -2.9% | -1.7% |
| 30D | -8.0% | +20.3% | -28.3% | -16.5% |
| 3M | -5.0% | +8.2% | -13.2% | -8.4% |
| 6M | +29.9% | +3.4% | +26.5% | +33.9% |
| All | +29.9% | +4.6% | +25.3% | +33.9% |
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 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 · 6 months rolling