-26.3%
APH vs DGX
+33.7%
-60.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.7% |
| 7D | -48.7% | -3.1% | -45.7% | -48.7% |
| 30D | -51.9% | +0.6% | -52.5% | -51.8% |
| 3M | -43.6% | +21.4% | -65.0% | -42.9% |
| 6M | -37.5% | +14.7% | -52.3% | -37.0% |
| YTD | -38.6% | +38.4% | -77.1% | -38.0% |
| 1Y | -26.3% | +34.0% | -60.3% | -25.0% |
| All | -26.3% | +33.7% | -60.0% | -25.0% |
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