+119,301.1%
APH vs DE
+15,326.7%
+103,974.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +3.7% |
| 7D | -5.9% | -0.6% | -5.4% | -5.7% |
| 30D | -14.8% | +2.3% | -17.1% | -15.7% |
| 3M | -12.4% | +9.5% | -21.9% | -15.8% |
| 6M | +8.1% | +14.1% | -6.0% | +1.9% |
| YTD | +10.9% | +45.4% | -34.5% | -5.1% |
| 1Y | +8.8% | +42.9% | -34.1% | -6.7% |
| 3Y | +262.1% | +84.8% | +177.2% | +177.3% |
| 5Y | +283.1% | +101.8% | +181.3% | +176.3% |
| 10Y | +908.1% | +788.0% | +120.1% | +308.8% |
| All | +119,301.1% | +15,326.7% | +103,974.4% | +23,900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling