+132,206.2%
APH vs DTE
+2,365.2%
+129,841.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +5.0% | +0.2% | +4.8% | +4.9% |
| 30D | -3.9% | -2.6% | -1.3% | -2.9% |
| 3M | +13.0% | -3.9% | +16.9% | +14.3% |
| 6M | +25.2% | -7.9% | +33.1% | +28.7% |
| YTD | +22.9% | +7.2% | +15.8% | +18.7% |
| 1Y | +47.8% | +3.1% | +44.8% | +44.8% |
| 3Y | +283.0% | +47.6% | +235.4% | +215.5% |
| 5Y | +349.7% | +32.7% | +316.9% | +285.0% |
| 10Y | +1,061.2% | +138.8% | +922.5% | +653.0% |
| All | +132,206.2% | +2,365.2% | +129,841.0% | +44,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling