-37.5%
APH vs DT
+41.8%
-79.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.9% | -42.9% | -47.0% |
| 7D | -48.7% | -2.9% | -45.8% | -47.8% |
| 30D | -51.9% | +2.0% | -54.0% | -50.9% |
| 3M | -43.6% | +20.0% | -63.6% | -41.8% |
| 6M | -37.5% | +39.3% | -76.8% | -35.2% |
| All | -37.5% | +41.8% | -79.4% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling