+290.1%
APH vs DGX
+96.8%
+193.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -3.3% | -1.2% | -2.1% | -3.3% |
| 3M | +14.0% | +19.9% | -5.9% | +13.7% |
| 6M | +24.4% | +19.2% | +5.2% | +24.1% |
| YTD | +21.4% | +37.5% | -16.1% | +20.4% |
| 1Y | +48.9% | +31.3% | +17.7% | +48.0% |
| 3Y | +290.1% | +96.6% | +193.5% | +278.2% |
| All | +290.1% | +96.8% | +193.3% | +278.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling