+955.2%
APH vs DLR
+179.9%
+775.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -5.0% | +0.3% | -5.4% | -5.1% |
| 30D | -8.4% | +1.2% | -9.5% | -8.6% |
| 3M | -4.5% | -4.8% | +0.3% | -2.4% |
| 6M | +25.3% | -6.1% | +31.4% | +27.9% |
| YTD | +18.9% | +19.3% | -0.4% | +10.5% |
| 1Y | +11.9% | +10.0% | +2.0% | +7.4% |
| 3Y | +278.0% | +53.8% | +224.2% | +218.3% |
| 5Y | +306.4% | +39.1% | +267.3% | +246.4% |
| 10Y | +955.2% | +188.1% | +767.0% | +629.6% |
| All | +955.2% | +179.9% | +775.3% | +629.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling