+119,301.1%
APH vs DD
+1,356.1%
+117,945.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.7% |
| 7D | -5.9% | +4.6% | -10.6% | -7.4% |
| 30D | -14.8% | +11.8% | -26.6% | -18.4% |
| 3M | -12.4% | +2.2% | -14.6% | -13.1% |
| 6M | +8.1% | -1.6% | +9.7% | +8.5% |
| YTD | +10.9% | +23.0% | -12.1% | +1.3% |
| 1Y | +8.8% | +26.9% | -18.2% | -1.9% |
| 3Y | +262.1% | +77.9% | +184.2% | +178.7% |
| 5Y | +283.1% | +59.9% | +223.2% | +204.0% |
| 10Y | +908.1% | +90.1% | +818.0% | +605.4% |
| All | +119,301.1% | +1,356.1% | +117,945.0% | +44,679.1% |
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