+57.9%
DIA vs APH
+289.4%
-231.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | +2.1% | +4.9% | -2.7% | +0.9% |
| 30D | +1.5% | -5.4% | +6.9% | +2.4% |
| 3M | -2.4% | -5.5% | +3.0% | -1.9% |
| 6M | +6.0% | +25.9% | -20.0% | -2.4% |
| YTD | +10.1% | +16.4% | -6.3% | +1.2% |
| 1Y | +11.8% | +16.5% | -4.7% | +2.5% |
| 3Y | +59.7% | +270.9% | -211.1% | -14.9% |
| All | +57.9% | +289.4% | -231.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling