+8.1%
APH vs DD
-0.8%
+8.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.5% |
| 7D | -5.9% | +4.6% | -10.6% | -7.3% |
| 30D | -14.8% | +11.8% | -26.6% | -18.1% |
| 3M | -12.4% | +2.2% | -14.6% | -12.5% |
| 6M | +8.1% | -1.6% | +9.7% | +9.8% |
| All | +8.1% | -0.8% | +8.9% | +9.8% |
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 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