+61,451.9%
APH vs DD
+1,207.7%
+60,244.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -46.9% |
| 7D | -48.7% | -4.8% | -43.9% | -47.3% |
| 30D | -51.9% | -10.3% | -41.6% | -49.5% |
| 3M | -43.6% | -7.5% | -36.0% | -41.4% |
| 6M | -37.5% | -8.0% | -29.5% | -35.3% |
| YTD | -38.6% | +10.5% | -49.1% | -41.1% |
| 1Y | -26.3% | +38.3% | -64.6% | -35.6% |
| 3Y | +89.2% | +42.5% | +46.7% | +59.7% |
| 5Y | +119.8% | +60.2% | +59.6% | +75.3% |
| 10Y | +454.3% | +68.9% | +385.4% | +309.0% |
| All | +61,451.9% | +1,207.7% | +60,244.2% | +24,152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling