+122.9%
APH vs DRI
+72.9%
+50.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -48.2% |
| 7D | -48.7% | +2.7% | -51.4% | -49.4% |
| 30D | -51.9% | +3.8% | -55.8% | -52.7% |
| 3M | -43.6% | +13.0% | -56.6% | -46.3% |
| 6M | -37.5% | +8.3% | -45.8% | -39.8% |
| YTD | -38.6% | +20.6% | -59.3% | -43.4% |
| 1Y | -26.3% | +6.5% | -32.8% | -29.1% |
| 3Y | +89.2% | +53.7% | +35.5% | +51.8% |
| All | +122.9% | +72.9% | +50.0% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 5y: compounded portfolio wealth divided by compounded DRI 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…
5y analysis · Full analysis span regression · 6 months rolling