+3,338.8%
APH vs DG
+632.1%
+2,706.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.4% | -3.0% | +3.3% | +0.9% |
| 30D | -8.0% | +8.6% | -16.6% | -9.6% |
| 3M | -5.0% | +15.0% | -20.0% | -7.8% |
| 6M | +29.9% | +32.7% | -2.8% | +22.4% |
| YTD | +18.0% | +5.5% | +12.5% | +15.6% |
| 1Y | +11.3% | +34.6% | -23.3% | +4.1% |
| 3Y | +274.9% | +24.2% | +250.7% | +241.5% |
| 5Y | +300.6% | -32.3% | +332.8% | +317.6% |
| 10Y | +944.2% | +111.1% | +833.1% | +730.0% |
| All | +3,338.8% | +632.1% | +2,706.7% | +1,761.7% |
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 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