+1,055.9%
APH vs DLR
+160.5%
+895.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +5.0% | +1.6% | +3.4% | +4.3% |
| 30D | -3.9% | -3.4% | -0.5% | -2.6% |
| 3M | +13.0% | +0.5% | +12.5% | +11.9% |
| 6M | +25.2% | +4.6% | +20.6% | +22.2% |
| YTD | +22.9% | +23.4% | -0.5% | +12.5% |
| 1Y | +47.8% | +19.0% | +28.8% | +37.0% |
| 3Y | +283.0% | +56.5% | +226.5% | +219.3% |
| 5Y | +349.7% | +33.3% | +316.3% | +286.8% |
| All | +1,055.9% | +160.5% | +895.4% | +717.9% |
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