+883.4%
APH vs CDW
+303.2%
+580.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.5% |
| 7D | -5.9% | +2.1% | -8.0% | -7.4% |
| 30D | -14.8% | +14.7% | -29.6% | -20.8% |
| 3M | -12.4% | +11.1% | -23.5% | -18.1% |
| 6M | +8.1% | +45.6% | -37.5% | -13.4% |
| YTD | +10.9% | +17.1% | -6.2% | -4.6% |
| 1Y | +8.8% | +13.2% | -4.4% | -4.7% |
| 3Y | +262.1% | -22.2% | +284.3% | +278.0% |
| 5Y | +283.1% | -10.1% | +293.3% | +263.0% |
| All | +883.4% | +303.2% | +580.2% | +466.1% |
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