+235.9%
DIA vs APH
+938.3%
-702.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +0.9% | -5.0% | +5.9% | +2.5% |
| 30D | +1.1% | -8.4% | +9.5% | +3.8% |
| 3M | -2.9% | -4.5% | +1.6% | -2.5% |
| 6M | +5.9% | +25.3% | -19.4% | -6.7% |
| YTD | +9.8% | +18.9% | -9.1% | -4.3% |
| 1Y | +11.7% | +11.9% | -0.2% | -0.1% |
| 3Y | +59.5% | +278.0% | -218.4% | -30.6% |
| 5Y | +57.5% | +306.4% | -248.9% | -35.8% |
| 10Y | +235.9% | +955.2% | -719.3% | -21.2% |
| All | +235.9% | +938.3% | -702.4% | -21.2% |
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