+8,419.6%
APH vs DLR
+3,551.7%
+4,867.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.6% | -8.7% | -7.2% |
| 7D | -2.4% | +2.8% | -5.3% | -3.5% |
| 30D | -9.5% | +2.8% | -12.3% | -10.4% |
| 3M | -7.6% | -4.0% | -3.6% | -6.1% |
| 6M | +12.4% | -5.6% | +18.0% | +14.2% |
| YTD | +17.5% | +21.9% | -4.4% | +8.2% |
| 1Y | +16.4% | +13.0% | +3.4% | +10.4% |
| 3Y | +281.6% | +52.2% | +229.4% | +220.2% |
| 5Y | +317.7% | +40.3% | +277.4% | +253.0% |
| 10Y | +967.8% | +186.1% | +781.8% | +554.1% |
| All | +8,419.6% | +3,551.7% | +4,867.9% | +1,975.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling