+1,055.9%
APH vs BWA
+150.8%
+905.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | +5.0% | +5.7% | -0.7% | +2.8% |
| 30D | -3.9% | +1.4% | -5.3% | -4.5% |
| 3M | +13.0% | -12.1% | +25.1% | +18.1% |
| 6M | +25.2% | +28.6% | -3.4% | +13.1% |
| YTD | +22.9% | +51.1% | -28.2% | +2.8% |
| 1Y | +47.8% | +55.9% | -8.0% | +21.7% |
| 3Y | +283.0% | +70.1% | +212.9% | +195.4% |
| 5Y | +349.7% | +90.7% | +259.0% | +221.0% |
| All | +1,055.9% | +150.8% | +905.1% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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