+16.4%
APH vs GWRE
-24.5%
+40.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.9% | -12.1% | -5.4% |
| 7D | -2.4% | +2.2% | -4.6% | -2.0% |
| 30D | -9.5% | +4.5% | -14.0% | -8.8% |
| 3M | -7.6% | +6.4% | -14.1% | -6.0% |
| 6M | +12.4% | +18.8% | -6.5% | +17.4% |
| YTD | +17.5% | -15.1% | +32.6% | +21.8% |
| 1Y | +16.4% | -23.4% | +39.8% | +24.6% |
| All | +16.4% | -24.5% | +40.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling