-37.5%
APH vs DPZ
-15.7%
-21.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.8% |
| 7D | -48.7% | +2.7% | -51.4% | -48.6% |
| 30D | -51.9% | -7.0% | -45.0% | -52.1% |
| 3M | -43.6% | +11.6% | -55.2% | -43.3% |
| 6M | -37.5% | -15.2% | -22.4% | -32.4% |
| All | -37.5% | -15.7% | -21.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 6mo: compounded portfolio wealth divided by compounded DPZ 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…
6mo analysis · Full analysis span regression · Available span rolling