+955.2%
APH vs DTE
+146.7%
+808.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -5.0% | +3.5% | -8.6% | -6.3% |
| 30D | -8.4% | +9.5% | -17.9% | -11.8% |
| 3M | -4.5% | +2.5% | -7.0% | -5.6% |
| 6M | +25.3% | +0.6% | +24.7% | +24.1% |
| YTD | +18.9% | +10.5% | +8.4% | +13.0% |
| 1Y | +11.9% | +3.3% | +8.6% | +9.3% |
| 3Y | +278.0% | +56.3% | +221.7% | +198.5% |
| 5Y | +306.4% | +44.9% | +261.5% | +229.4% |
| 10Y | +955.2% | +149.2% | +806.0% | +617.6% |
| All | +955.2% | +146.7% | +808.5% | +617.6% |
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