+955.2%
APH vs CDW
+329.6%
+625.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -2.2% |
| 7D | -5.0% | +13.1% | -18.1% | -10.5% |
| 30D | -8.4% | +19.1% | -27.5% | -16.1% |
| 3M | -4.5% | +24.7% | -29.2% | -15.1% |
| 6M | +25.3% | +63.4% | -38.1% | -4.7% |
| YTD | +18.9% | +26.3% | -7.4% | -1.0% |
| 1Y | +11.9% | +20.6% | -8.7% | -4.4% |
| 3Y | +278.0% | -16.3% | +294.3% | +282.7% |
| 5Y | +306.4% | -3.9% | +310.4% | +274.6% |
| 10Y | +955.2% | +331.5% | +623.7% | +480.7% |
| All | +955.2% | +329.6% | +625.6% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling