+445.4%
APH vs DOCN
+171.0%
+274.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.4% |
| 7D | +5.0% | +1.1% | +3.8% | +4.8% |
| 30D | -3.9% | -9.6% | +5.8% | -2.5% |
| 3M | +13.0% | -37.7% | +50.7% | +20.5% |
| 6M | +25.2% | +115.2% | -90.1% | +5.6% |
| YTD | +22.9% | +133.7% | -110.8% | +1.8% |
| 1Y | +47.8% | +250.2% | -202.3% | +13.5% |
| 3Y | +283.0% | +320.3% | -37.3% | +175.3% |
| 5Y | +349.7% | +53.1% | +296.6% | +242.8% |
| All | +445.4% | +171.0% | +274.4% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded DOCN 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling