+18.6%
DIA vs APH
-25.2%
+43.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -47.8% | +48.3% | +2.3% |
| 7D | -0.2% | -48.7% | +48.5% | +1.7% |
| 30D | -1.5% | -51.9% | +50.4% | +1.0% |
| 3M | +3.8% | -43.6% | +47.3% | +4.6% |
| 6M | +10.3% | -37.5% | +47.8% | +9.6% |
| YTD | +12.1% | -38.6% | +50.7% | +10.3% |
| 1Y | +18.6% | -26.3% | +45.0% | +15.3% |
| All | +18.6% | -25.2% | +43.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling