+53.3%
DIA vs APH
+280.5%
-227.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | -0.9% | -5.9% | +5.0% | +0.3% |
| 30D | +0.3% | -14.8% | +15.1% | +3.9% |
| 3M | -4.5% | -12.4% | +7.9% | -2.0% |
| 6M | +3.4% | +8.1% | -4.7% | -0.8% |
| YTD | +7.8% | +10.9% | -3.2% | +0.3% |
| 1Y | +10.7% | +8.8% | +2.0% | +3.5% |
| 3Y | +57.5% | +262.1% | -204.5% | -16.0% |
| All | +53.3% | +280.5% | -227.2% | -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 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