+883.4%
APH vs DLR
+166.0%
+717.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | -3.6% | -2.3% | -4.5% |
| 30D | -14.8% | -3.5% | -11.3% | -13.4% |
| 3M | -12.4% | -8.9% | -3.5% | -8.9% |
| 6M | +8.1% | -11.6% | +19.6% | +12.9% |
| YTD | +10.9% | +14.9% | -4.0% | +4.6% |
| 1Y | +8.8% | +6.4% | +2.3% | +5.7% |
| 3Y | +262.1% | +47.3% | +214.8% | +210.2% |
| 5Y | +283.1% | +32.8% | +250.3% | +232.5% |
| All | +883.4% | +166.0% | +717.4% | +602.0% |
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 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