+16.5%
APH vs BWA
+12.3%
+4.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +4.3% | +0.6% | +3.4% |
| 30D | -5.4% | -13.0% | +7.6% | -1.3% |
| 3M | -5.5% | -24.8% | +19.4% | +2.7% |
| 6M | +25.9% | -23.5% | +49.4% | +35.7% |
| YTD | +16.4% | +13.8% | +2.5% | +11.4% |
| 1Y | +16.5% | +13.4% | +3.1% | +11.5% |
| All | +16.5% | +12.3% | +4.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling