+279.0%
APH vs DGX
+105.8%
+173.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -1.0% |
| 7D | -5.0% | +4.6% | -9.6% | -4.8% |
| 30D | -8.4% | +11.9% | -20.2% | -7.9% |
| 3M | -4.5% | +9.2% | -13.7% | -4.1% |
| 6M | +25.3% | +39.0% | -13.7% | +25.7% |
| YTD | +18.9% | +51.4% | -32.5% | +19.0% |
| 1Y | +11.9% | +42.6% | -30.6% | +12.2% |
| All | +279.0% | +105.8% | +173.2% | +269.4% |
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