+602.4%
APH vs DT
+70.4%
+532.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | -5.9% | -24.7% | +18.8% | +0.2% |
| 30D | -14.8% | -27.4% | +12.6% | -8.5% |
| 3M | -12.4% | -11.1% | -1.3% | -10.9% |
| 6M | +8.1% | +13.7% | -5.6% | +2.3% |
| YTD | +10.9% | +0.2% | +10.7% | +7.3% |
| 1Y | +8.8% | -5.7% | +14.5% | +6.8% |
| 3Y | +262.1% | -8.1% | +270.2% | +252.8% |
| 5Y | +283.1% | -43.1% | +326.2% | +302.9% |
| All | +602.4% | +70.4% | +532.0% | +394.6% |
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