+1,059.7%
APH vs CDW
+283.9%
+775.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +5.0% | +3.2% | +1.8% | +3.4% |
| 30D | -3.9% | +9.3% | -13.2% | -8.1% |
| 3M | +13.0% | +9.8% | +3.2% | +6.3% |
| 6M | +25.2% | +23.3% | +1.8% | +7.7% |
| YTD | +22.9% | +13.7% | +9.3% | +8.7% |
| 1Y | +47.8% | -6.5% | +54.3% | +44.5% |
| 3Y | +283.0% | -25.2% | +308.3% | +313.5% |
| 5Y | +349.7% | -19.5% | +369.1% | +356.9% |
| All | +1,059.7% | +283.9% | +775.8% | +515.7% |
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