+569.8%
DELL vs APH
+289.4%
+280.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.7% | -5.4% | -5.9% |
| 7D | +4.9% | +4.9% | 0.0% | +1.1% |
| 30D | -32.1% | -5.4% | -26.7% | -28.7% |
| 3M | -30.2% | -5.5% | -24.8% | -26.8% |
| 6M | +41.7% | +25.9% | +15.8% | +21.1% |
| YTD | +176.6% | +16.4% | +160.2% | +129.8% |
| 1Y | +159.9% | +16.5% | +143.4% | +115.0% |
| 3Y | +388.0% | +270.9% | +117.1% | +40.4% |
| All | +569.8% | +289.4% | +280.5% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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