+372.8%
APH vs DOCN
+70.4%
+302.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.9% | +6.5% | -6.7% |
| 7D | -12.7% | -29.3% | +16.6% | -7.6% |
| 30D | -19.2% | -46.0% | +26.9% | -10.9% |
| 3M | -16.7% | -43.2% | +26.5% | -9.5% |
| 6M | +5.1% | -53.7% | +58.9% | +16.6% |
| YTD | +6.6% | +46.9% | -40.4% | -5.5% |
| 1Y | +3.9% | +54.3% | -50.4% | -8.7% |
| 3Y | +246.0% | +185.5% | +60.5% | +164.3% |
| 5Y | +268.0% | -31.1% | +299.1% | +208.1% |
| All | +372.8% | +70.4% | +302.4% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling