+16.5%
APH vs DLR
+13.8%
+2.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.6% |
| 7D | +4.9% | +3.3% | +1.6% | +3.0% |
| 30D | -5.4% | +4.6% | -10.0% | -7.3% |
| 3M | -5.5% | -8.3% | +2.8% | -1.4% |
| 6M | +25.9% | -5.6% | +31.5% | +30.3% |
| YTD | +16.4% | +18.7% | -2.4% | -3.0% |
| 1Y | +16.5% | +17.1% | -0.6% | -1.8% |
| All | +16.5% | +13.8% | +2.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling