+282.2%
APH vs BWA
+26.5%
+255.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.1% |
| 7D | -5.9% | -5.5% | -0.5% | -3.9% |
| 30D | -14.8% | -21.7% | +6.9% | -7.0% |
| 3M | -12.4% | -25.6% | +13.2% | -2.8% |
| 6M | +8.1% | -17.4% | +25.5% | +15.3% |
| YTD | +10.9% | +9.2% | +1.8% | +5.5% |
| 1Y | +8.8% | +9.7% | -1.0% | +3.1% |
| 3Y | +262.1% | +54.6% | +207.4% | +191.0% |
| All | +282.2% | +26.5% | +255.7% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling