-26.3%
APH vs DTE
+3.0%
-29.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.3% | -48.1% | -47.8% |
| 7D | -48.7% | -0.1% | -48.6% | -48.7% |
| 30D | -51.9% | -2.6% | -49.4% | -51.8% |
| 3M | -43.6% | -3.9% | -39.7% | -44.2% |
| 6M | -37.5% | -7.9% | -29.6% | -37.4% |
| YTD | -38.6% | +7.2% | -45.8% | -40.8% |
| 1Y | -26.3% | +3.1% | -29.4% | -28.5% |
| All | -26.3% | +3.0% | -29.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling