+955.6%
DHR vs APTV
+179.8%
+775.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -5.0% | +1.4% | -2.5% |
| 30D | -2.7% | -6.1% | +3.3% | -1.5% |
| 3M | +10.9% | -33.0% | +43.9% | +20.7% |
| 6M | +3.0% | -35.2% | +38.3% | +12.0% |
| YTD | -12.2% | -40.1% | +27.9% | -3.1% |
| 1Y | +3.3% | -45.6% | +48.9% | +16.5% |
| 3Y | -8.2% | -54.4% | +46.1% | +4.8% |
| 5Y | -29.9% | -68.9% | +39.0% | -15.4% |
| 10Y | +208.5% | -17.2% | +225.7% | +180.3% |
| All | +955.6% | +179.8% | +775.8% | +483.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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