+108,758.1%
APH vs BWA
+2,583.4%
+106,174.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -5.0% | -2.4% | -2.6% | -3.8% |
| 30D | -8.4% | -17.7% | +9.3% | -0.8% |
| 3M | -4.5% | -27.0% | +22.5% | +8.1% |
| 6M | +25.3% | -17.3% | +42.6% | +34.5% |
| YTD | +18.9% | +12.9% | +6.1% | +10.9% |
| 1Y | +11.9% | +12.9% | -1.0% | +4.3% |
| 3Y | +278.0% | +62.1% | +215.9% | +197.2% |
| 5Y | +306.4% | +30.7% | +275.7% | +237.6% |
| 10Y | +955.2% | +89.2% | +866.0% | +600.7% |
| All | +108,758.1% | +2,583.4% | +106,174.7% | +30,425.3% |
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