+355.9%
APH vs DT
-27.0%
+382.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +5.0% | -3.3% | +8.3% | +5.7% |
| 30D | -3.9% | +2.0% | -5.9% | -4.5% |
| 3M | +13.0% | +20.0% | -7.0% | +7.5% |
| 6M | +25.2% | +39.3% | -14.1% | +13.5% |
| YTD | +22.9% | +19.8% | +3.2% | +15.5% |
| 1Y | +47.8% | +4.3% | +43.6% | +43.8% |
| 3Y | +283.0% | +7.7% | +275.3% | +264.1% |
| All | +355.9% | -27.0% | +382.9% | +340.9% |
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 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