+262.1%
APH vs DG
+19.3%
+242.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.1% | +7.2% | +4.1% |
| 7D | -5.9% | +1.1% | -7.0% | -5.9% |
| 30D | -14.8% | +9.5% | -24.3% | -14.8% |
| 3M | -12.4% | +5.5% | -17.9% | -12.4% |
| 6M | +8.1% | +16.1% | -8.0% | +7.8% |
| YTD | +10.9% | +2.7% | +8.3% | +10.8% |
| 1Y | +8.8% | +42.1% | -33.3% | +10.0% |
| 3Y | +262.1% | +19.3% | +242.8% | +270.7% |
| All | +262.1% | +19.3% | +242.8% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling