+930.0%
APH vs DLR
+188.2%
+741.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | +4.9% | +3.3% | +1.6% | +3.6% |
| 30D | -5.4% | +4.6% | -10.0% | -6.9% |
| 3M | -5.5% | -8.3% | +2.8% | -1.9% |
| 6M | +25.9% | -5.6% | +31.5% | +28.2% |
| YTD | +16.4% | +18.7% | -2.4% | +8.3% |
| 1Y | +16.5% | +17.1% | -0.6% | +9.0% |
| 3Y | +270.9% | +54.4% | +216.5% | +211.9% |
| 5Y | +289.5% | +36.5% | +253.0% | +234.2% |
| All | +930.0% | +188.2% | +741.8% | +615.8% |
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