+249.2%
DIA vs APH
+1,054.4%
-805.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -0.2% | +5.0% | -5.1% | -2.2% |
| 30D | -1.5% | -3.9% | +2.4% | -0.2% |
| 3M | +3.8% | +13.0% | -9.2% | -2.7% |
| 6M | +10.3% | +25.2% | -14.9% | -2.4% |
| YTD | +12.1% | +22.9% | -10.8% | -2.4% |
| 1Y | +18.6% | +47.8% | -29.2% | -6.9% |
| 3Y | +60.6% | +283.0% | -222.4% | -29.4% |
| 5Y | +64.4% | +349.7% | -285.2% | -35.9% |
| All | +249.2% | +1,054.4% | -805.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling