+965.2%
APH vs DLR
+178.7%
+786.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.4% | +4.8% | +6.8% |
| 7D | +1.1% | +2.4% | -1.3% | +0.3% |
| 30D | -7.5% | +0.7% | -8.2% | -7.6% |
| 3M | -4.4% | -6.4% | +2.0% | -1.7% |
| 6M | +26.5% | -6.5% | +33.0% | +29.3% |
| YTD | +20.0% | +18.8% | +1.3% | +11.7% |
| 1Y | +16.9% | +9.0% | +7.8% | +12.5% |
| 3Y | +288.5% | +54.5% | +234.0% | +226.7% |
| 5Y | +310.3% | +35.8% | +274.5% | +252.6% |
| All | +965.2% | +178.7% | +786.6% | +637.8% |
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