+649.8%
APH vs DT
+76.1%
+573.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +11.1% | +2.7% | +8.4% | +10.4% |
| 30D | -7.3% | -30.4% | +23.1% | +0.6% |
| 3M | -6.2% | -9.4% | +3.2% | -4.9% |
| 6M | +24.9% | +14.5% | +10.4% | +18.2% |
| YTD | +18.4% | +3.6% | +14.8% | +13.6% |
| 1Y | +13.0% | -3.4% | +16.4% | +10.4% |
| 3Y | +276.4% | -11.1% | +287.5% | +270.4% |
| 5Y | +296.4% | -39.5% | +335.9% | +310.6% |
| All | +649.8% | +76.1% | +573.7% | +423.9% |
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