+3,483.7%
APH vs DG
+606.1%
+2,877.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +5.0% | +8.4% | -3.4% | +3.5% |
| 30D | -3.9% | +4.9% | -8.8% | -4.7% |
| 3M | +13.0% | +29.3% | -16.4% | +7.4% |
| 6M | +25.2% | -11.3% | +36.4% | +27.1% |
| YTD | +22.9% | +1.8% | +21.2% | +21.8% |
| 1Y | +47.8% | +25.3% | +22.5% | +40.4% |
| 3Y | +283.0% | +9.1% | +273.9% | +260.2% |
| 5Y | +349.7% | -34.9% | +384.5% | +374.2% |
| 10Y | +1,061.2% | +108.2% | +953.1% | +828.1% |
| All | +3,483.7% | +606.1% | +2,877.6% | +1,861.4% |
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