+678.3%
APH vs DT
+103.5%
+574.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +5.0% | -3.3% | +8.3% | +5.8% |
| 30D | -3.9% | +2.0% | -5.9% | -4.6% |
| 3M | +13.0% | +20.0% | -7.0% | +7.1% |
| 6M | +25.2% | +39.3% | -14.1% | +12.8% |
| YTD | +22.9% | +19.8% | +3.2% | +14.8% |
| 1Y | +47.8% | +4.3% | +43.6% | +42.7% |
| 3Y | +283.0% | +7.7% | +275.3% | +261.7% |
| 5Y | +349.7% | -26.8% | +376.5% | +346.3% |
| All | +678.3% | +103.5% | +574.8% | +429.2% |
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