-37.5%
APH vs CDW
+23.2%
-60.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -47.8% |
| 7D | -48.7% | +2.3% | -51.0% | -48.8% |
| 30D | -51.9% | +9.3% | -61.2% | -52.2% |
| 3M | -43.6% | +9.8% | -53.4% | -43.6% |
| 6M | -37.5% | +23.3% | -60.9% | -41.8% |
| All | -37.5% | +23.2% | -60.8% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling