+1,030.6%
APH vs DGX
+249.5%
+781.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -2.2% | -3.5% | +1.2% | -1.1% |
| 30D | -4.0% | -2.7% | -1.3% | -3.3% |
| 3M | +7.7% | +13.9% | -6.2% | +2.9% |
| 6M | +17.8% | +16.0% | +1.8% | +11.5% |
| YTD | +19.2% | +34.9% | -15.8% | +6.8% |
| 1Y | +35.7% | +30.6% | +5.1% | +22.6% |
| 3Y | +282.9% | +93.0% | +189.9% | +191.1% |
| 5Y | +345.6% | +64.4% | +281.2% | +256.1% |
| All | +1,030.6% | +249.5% | +781.2% | +559.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling