-26.3%
APH vs DLR
+19.9%
-46.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -48.3% |
| 7D | -48.7% | -1.9% | -46.8% | -48.4% |
| 30D | -51.9% | -3.4% | -48.6% | -51.4% |
| 3M | -43.6% | +0.5% | -44.1% | -44.2% |
| 6M | -37.5% | +4.6% | -42.1% | -40.3% |
| YTD | -38.6% | +23.4% | -62.1% | -47.3% |
| 1Y | -26.3% | +19.0% | -45.4% | -36.0% |
| All | -26.3% | +19.9% | -46.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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