+122.9%
APH vs DLR
+33.9%
+89.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -48.4% |
| 7D | -48.7% | -1.9% | -46.8% | -48.6% |
| 30D | -51.9% | -3.4% | -48.6% | -51.5% |
| 3M | -43.6% | +0.5% | -44.1% | -44.5% |
| 6M | -37.5% | +4.6% | -42.1% | -39.6% |
| YTD | -38.6% | +23.4% | -62.1% | -44.9% |
| 1Y | -26.3% | +19.0% | -45.4% | -32.9% |
| 3Y | +89.2% | +56.5% | +32.7% | +53.7% |
| All | +122.9% | +33.9% | +89.0% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling