-37.5%
APH vs BWA
+24.4%
-61.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.5% | -53.3% | -48.2% |
| 7D | -48.7% | +4.5% | -53.2% | -48.9% |
| 30D | -51.9% | +1.4% | -53.3% | -51.5% |
| 3M | -43.6% | -12.1% | -31.5% | -40.5% |
| 6M | -37.5% | +28.6% | -66.1% | -43.8% |
| All | -37.5% | +24.4% | -61.9% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling