+132,206.2%
APH vs DE
+15,791.4%
+116,414.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +10.0% | -5.1% | +1.3% |
| 30D | -3.9% | +13.3% | -17.2% | -8.4% |
| 3M | +13.0% | +17.5% | -4.5% | +6.0% |
| 6M | +25.2% | +13.6% | +11.6% | +18.4% |
| YTD | +22.9% | +49.8% | -26.8% | +4.3% |
| 1Y | +47.8% | +47.9% | 0.0% | +25.5% |
| 3Y | +283.0% | +72.5% | +210.5% | +201.7% |
| 5Y | +349.7% | +90.2% | +259.4% | +231.8% |
| 10Y | +1,061.2% | +865.4% | +195.9% | +358.4% |
| All | +132,206.2% | +15,791.4% | +116,414.8% | +26,291.8% |
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