+951.3%
APH vs DG
+128.5%
+822.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.2% | +6.0% | +7.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -7.5% | +7.4% | -14.9% | -8.8% |
| 3M | -4.4% | +8.5% | -12.9% | -6.1% |
| 6M | +26.5% | +21.9% | +4.6% | +21.5% |
| YTD | +20.0% | +4.9% | +15.1% | +18.0% |
| 1Y | +16.9% | +40.4% | -23.5% | +9.3% |
| 3Y | +288.5% | +23.5% | +265.0% | +256.7% |
| 5Y | +310.3% | -32.3% | +342.6% | +341.0% |
| 10Y | +951.3% | +119.3% | +832.0% | +749.8% |
| All | +951.3% | +128.5% | +822.8% | +749.8% |
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