+552.2%
DELL vs APH
+280.5%
+271.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.5% | +0.6% |
| 7D | -22.6% | -5.9% | -16.6% | -18.4% |
| 30D | -43.2% | -14.8% | -28.4% | -35.4% |
| 3M | -24.8% | -12.4% | -12.4% | -16.5% |
| 6M | +38.0% | +8.1% | +29.9% | +30.5% |
| YTD | +163.7% | +10.9% | +152.8% | +127.3% |
| 1Y | +122.5% | +8.8% | +113.8% | +94.2% |
| 3Y | +377.0% | +262.1% | +114.9% | +39.8% |
| All | +552.2% | +280.5% | +271.7% | +75.5% |
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