+786.0%
APH vs CDW
+903.1%
-117.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -48.0% |
| 7D | -48.7% | +2.3% | -51.0% | -49.3% |
| 30D | -51.9% | +9.3% | -61.2% | -54.1% |
| 3M | -43.6% | +9.8% | -53.4% | -46.8% |
| 6M | -37.5% | +23.3% | -60.9% | -45.8% |
| YTD | -38.6% | +13.7% | -52.3% | -45.4% |
| 1Y | -26.3% | -6.5% | -19.9% | -28.1% |
| 3Y | +89.2% | -25.2% | +114.4% | +102.6% |
| 5Y | +119.8% | -19.5% | +139.3% | +123.3% |
| 10Y | +454.3% | +285.8% | +168.4% | +205.9% |
| All | +786.0% | +903.1% | -117.1% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling