+16.4%
APH vs DGX
+45.0%
-28.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.5% | -9.6% | -5.6% |
| 7D | -2.4% | +4.1% | -6.5% | -1.7% |
| 30D | -9.5% | +10.5% | -20.0% | -8.1% |
| 3M | -7.6% | +9.8% | -17.4% | -6.4% |
| 6M | +12.4% | +34.6% | -22.2% | +14.7% |
| YTD | +17.5% | +49.8% | -32.3% | +19.0% |
| 1Y | +16.4% | +46.0% | -29.6% | +17.7% |
| All | +16.4% | +45.0% | -28.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling