+636.7%
APH vs DT
+75.7%
+561.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +3.1% | +1.7% | +4.1% |
| 30D | -5.4% | -29.5% | +24.1% | +2.4% |
| 3M | -5.5% | -11.7% | +6.3% | -3.5% |
| 6M | +25.9% | +29.0% | -3.1% | +15.8% |
| YTD | +16.4% | +3.4% | +13.0% | +11.7% |
| 1Y | +16.5% | -4.2% | +20.7% | +14.1% |
| 3Y | +270.9% | -12.8% | +283.7% | +266.9% |
| 5Y | +289.5% | -39.6% | +329.1% | +303.6% |
| All | +636.7% | +75.7% | +561.0% | +415.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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