+282.2%
APH vs DT
-43.6%
+325.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.2% |
| 7D | -5.9% | -24.7% | +18.8% | -0.5% |
| 30D | -14.8% | -27.4% | +12.6% | -9.2% |
| 3M | -12.4% | -11.1% | -1.3% | -11.1% |
| 6M | +8.1% | +13.7% | -5.6% | +2.5% |
| YTD | +10.9% | +0.2% | +10.7% | +7.6% |
| 1Y | +8.8% | -5.7% | +14.5% | +7.2% |
| 3Y | +262.1% | -8.1% | +270.2% | +254.0% |
| All | +282.2% | -43.6% | +325.7% | +283.4% |
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