+3,134.1%
APH vs DG
+612.5%
+2,521.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.1% | +7.2% | +4.6% |
| 7D | -5.9% | +1.1% | -7.0% | -6.3% |
| 30D | -14.8% | +9.5% | -24.3% | -16.5% |
| 3M | -12.4% | +5.5% | -17.9% | -13.7% |
| 6M | +8.1% | +16.1% | -8.0% | +4.2% |
| YTD | +10.9% | +2.7% | +8.3% | +9.2% |
| 1Y | +8.8% | +42.1% | -33.3% | +0.6% |
| 3Y | +262.1% | +19.3% | +242.8% | +232.3% |
| 5Y | +283.1% | -35.3% | +318.5% | +303.1% |
| 10Y | +908.1% | +123.9% | +784.2% | +690.1% |
| All | +3,134.1% | +612.5% | +2,521.7% | +1,658.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling