+355.9%
APH vs DE
+92.1%
+263.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +10.0% | -5.1% | +2.1% |
| 30D | -3.9% | +13.3% | -17.2% | -7.4% |
| 3M | +13.0% | +17.5% | -4.5% | +7.6% |
| 6M | +25.2% | +13.6% | +11.6% | +19.9% |
| YTD | +22.9% | +49.8% | -26.8% | +8.1% |
| 1Y | +47.8% | +47.9% | 0.0% | +30.0% |
| 3Y | +283.0% | +72.5% | +210.5% | +216.1% |
| All | +355.9% | +92.1% | +263.8% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling