+355.9%
APH vs DG
-35.0%
+390.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | +5.0% | +8.4% | -3.4% | +4.3% |
| 30D | -3.9% | +4.9% | -8.8% | -4.2% |
| 3M | +13.0% | +29.3% | -16.4% | +10.4% |
| 6M | +25.2% | -11.3% | +36.4% | +25.7% |
| YTD | +22.9% | +1.8% | +21.2% | +22.4% |
| 1Y | +47.8% | +25.3% | +22.5% | +45.0% |
| 3Y | +283.0% | +9.1% | +273.9% | +279.4% |
| All | +355.9% | -35.0% | +390.9% | +394.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling