+132,206.2%
APH vs DVN
+1,289.8%
+130,916.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.6% |
| 30D | -3.9% | +14.2% | -18.1% | -6.7% |
| 3M | +13.0% | +5.2% | +7.7% | +11.1% |
| 6M | +25.2% | +11.9% | +13.3% | +20.5% |
| YTD | +22.9% | +32.8% | -9.9% | +13.4% |
| 1Y | +47.8% | +38.6% | +9.3% | +34.7% |
| 3Y | +283.0% | +0.5% | +282.5% | +267.9% |
| 5Y | +349.7% | +111.0% | +238.6% | +251.4% |
| 10Y | +1,061.2% | +56.1% | +1,005.1% | +731.0% |
| All | +132,206.2% | +1,289.8% | +130,916.4% | +69,184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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