+268.0%
APH vs CDW
-8.7%
+276.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -7.2% |
| 7D | -12.7% | -4.1% | -8.6% | -11.7% |
| 30D | -19.2% | +16.7% | -35.9% | -24.3% |
| 3M | -16.7% | +13.6% | -30.3% | -21.7% |
| 6M | +5.1% | +17.0% | -11.9% | -5.4% |
| YTD | +6.6% | +18.1% | -11.6% | -6.1% |
| 1Y | +3.9% | +10.5% | -6.6% | -4.9% |
| 3Y | +246.0% | -20.9% | +266.9% | +267.5% |
| 5Y | +268.0% | -9.3% | +277.3% | +244.2% |
| All | +268.0% | -8.7% | +276.7% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling