+101,460.1%
APH vs BWA
+2,496.1%
+98,963.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.1% |
| 7D | -5.9% | -5.5% | -0.5% | -3.7% |
| 30D | -14.8% | -21.7% | +6.9% | -6.1% |
| 3M | -12.4% | -25.6% | +13.2% | -1.7% |
| 6M | +8.1% | -17.4% | +25.5% | +15.8% |
| YTD | +10.9% | +9.2% | +1.8% | +4.7% |
| 1Y | +8.8% | +9.7% | -1.0% | +2.4% |
| 3Y | +262.1% | +54.6% | +207.4% | +189.8% |
| 5Y | +283.1% | +26.8% | +256.4% | +221.8% |
| 10Y | +908.1% | +89.0% | +819.1% | +568.4% |
| All | +101,460.1% | +2,496.1% | +98,963.9% | +28,726.0% |
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