+352.8%
APH vs DTE
+35.6%
+317.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -3.3% | -1.9% | -1.5% | -2.9% |
| 3M | +14.0% | -3.3% | +17.4% | +14.6% |
| 6M | +24.4% | -7.1% | +31.6% | +26.3% |
| YTD | +21.4% | +8.1% | +13.3% | +18.0% |
| 1Y | +48.9% | +5.3% | +43.7% | +45.7% |
| 3Y | +290.1% | +48.2% | +241.9% | +231.0% |
| 5Y | +352.8% | +33.2% | +319.6% | +294.9% |
| All | +352.8% | +35.6% | +317.2% | +294.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling