+52,254.4%
APH vs BWA
+3,492.4%
+48,762.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.5% | -53.3% | -49.9% |
| 7D | -48.7% | +4.5% | -53.2% | -50.6% |
| 30D | -51.9% | +1.4% | -53.3% | -53.2% |
| 3M | -43.6% | -12.1% | -31.5% | -42.0% |
| 6M | -37.5% | +28.6% | -66.1% | -44.9% |
| YTD | -38.6% | +51.1% | -89.7% | -50.0% |
| 1Y | -26.3% | +55.9% | -82.2% | -41.0% |
| 3Y | +89.2% | +70.1% | +19.1% | +42.1% |
| 5Y | +119.8% | +90.7% | +29.1% | +53.7% |
| 10Y | +454.3% | +154.0% | +300.3% | +220.2% |
| All | +52,254.4% | +3,492.4% | +48,762.0% | +12,722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling