+240.9%
DIA vs APH
+978.7%
-737.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.2% | -6.0% | -1.0% |
| 7D | +0.8% | +1.1% | -0.3% | -0.2% |
| 30D | +1.4% | -7.5% | +8.9% | +3.7% |
| 3M | -2.7% | -4.4% | +1.7% | -2.3% |
| 6M | +6.2% | +26.5% | -20.3% | -6.7% |
| YTD | +10.1% | +20.0% | -9.9% | -4.3% |
| 1Y | +13.0% | +16.9% | -3.9% | -1.0% |
| 3Y | +61.9% | +288.5% | -226.6% | -30.6% |
| 5Y | +57.1% | +310.3% | -253.2% | -36.2% |
| 10Y | +240.9% | +951.3% | -710.4% | -19.5% |
| All | +240.9% | +978.7% | -737.8% | -19.5% |
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 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