+285.2%
APH vs DT
-37.8%
+323.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +3.1% | +1.7% | +4.2% |
| 30D | -5.4% | -29.5% | +24.1% | +1.6% |
| 3M | -5.5% | -11.7% | +6.3% | -3.7% |
| 6M | +25.9% | +29.0% | -3.1% | +16.1% |
| YTD | +16.4% | +3.4% | +13.0% | +12.1% |
| 1Y | +16.5% | -4.2% | +20.7% | +14.5% |
| 3Y | +270.9% | -12.8% | +283.7% | +268.1% |
| All | +285.2% | -37.8% | +323.0% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling