+341.3%
APH vs DOCS
-19.4%
+360.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -9.0% |
| 7D | -12.7% | -1.3% | -11.4% | -12.6% |
| 30D | -19.2% | +19.4% | -38.6% | -20.2% |
| 3M | -16.7% | +53.4% | -70.1% | -19.8% |
| 6M | +5.1% | +28.8% | -23.6% | +2.2% |
| YTD | +6.6% | -25.1% | +31.6% | +8.4% |
| 1Y | +3.9% | -48.1% | +52.0% | +9.5% |
| 3Y | +246.0% | +51.4% | +194.7% | +222.5% |
| 5Y | +268.0% | -51.1% | +319.1% | +256.4% |
| All | +341.3% | -19.4% | +360.7% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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