-26.3%
APH vs DE
+49.4%
-75.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.9% | -53.7% | -47.0% |
| 7D | -48.7% | +11.4% | -60.1% | -48.2% |
| 30D | -51.9% | +13.3% | -65.3% | -51.6% |
| 3M | -43.6% | +17.5% | -61.1% | -43.5% |
| 6M | -37.5% | +13.6% | -51.1% | -37.9% |
| YTD | -38.6% | +49.8% | -88.4% | -37.1% |
| 1Y | -26.3% | +47.9% | -74.2% | -25.7% |
| All | -26.3% | +49.4% | -75.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling