+126,856.7%
APH vs DVN
+1,208.3%
+125,648.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | -8.0% | -8.2% | +0.2% | -6.4% |
| 3M | -5.0% | -0.3% | -4.7% | -5.3% |
| 6M | +29.9% | -2.5% | +32.4% | +29.2% |
| YTD | +18.0% | +25.0% | -7.1% | +9.9% |
| 1Y | +11.3% | +31.1% | -19.8% | +2.5% |
| 3Y | +274.9% | +8.7% | +266.2% | +253.7% |
| 5Y | +300.6% | +33.3% | +267.3% | +246.7% |
| 10Y | +944.2% | +55.3% | +889.0% | +648.1% |
| All | +126,856.7% | +1,208.3% | +125,648.4% | +67,048.8% |
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