+1,030.6%
APH vs DTE
+141.0%
+889.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.8% |
| 7D | -2.2% | -2.0% | -0.2% | -1.4% |
| 30D | -4.0% | -2.4% | -1.6% | -3.1% |
| 3M | +7.7% | -7.3% | +15.0% | +10.6% |
| 6M | +17.8% | -7.6% | +25.4% | +21.0% |
| YTD | +19.2% | +5.8% | +13.4% | +15.4% |
| 1Y | +35.7% | +2.3% | +33.4% | +33.1% |
| 3Y | +282.9% | +45.0% | +237.9% | +213.0% |
| 5Y | +345.6% | +33.2% | +312.4% | +276.2% |
| All | +1,030.6% | +141.0% | +889.7% | +663.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling