+1,059.7%
APH vs DG
+109.0%
+950.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +5.0% | +8.4% | -3.4% | +3.6% |
| 30D | -3.9% | +4.9% | -8.8% | -4.7% |
| 3M | +13.0% | +29.3% | -16.4% | +7.9% |
| 6M | +25.2% | -11.3% | +36.4% | +26.9% |
| YTD | +22.9% | +1.8% | +21.2% | +21.9% |
| 1Y | +47.8% | +25.3% | +22.5% | +41.1% |
| 3Y | +283.0% | +9.1% | +273.9% | +263.6% |
| 5Y | +349.7% | -34.9% | +384.5% | +388.4% |
| All | +1,059.7% | +109.0% | +950.7% | +849.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling