+8,960.3%
APH vs DPZ
+5,460.8%
+3,499.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.6% | -9.4% |
| 7D | -12.7% | +9.5% | -22.2% | -15.2% |
| 30D | -19.2% | +12.8% | -32.0% | -22.3% |
| 3M | -16.7% | -6.2% | -10.4% | -15.8% |
| 6M | +5.1% | +4.3% | +0.9% | +2.1% |
| YTD | +6.6% | -16.6% | +23.2% | +10.4% |
| 1Y | +3.9% | -12.8% | +16.7% | +6.0% |
| 3Y | +246.0% | -0.8% | +246.9% | +231.7% |
| 5Y | +268.0% | -25.8% | +293.8% | +278.7% |
| 10Y | +868.2% | +130.9% | +737.4% | +536.3% |
| All | +8,960.3% | +5,460.8% | +3,499.5% | +1,489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling