-26.3%
APH vs GWRE
-25.4%
-0.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -20.7% | -27.1% | -44.5% |
| 7D | -48.7% | -19.2% | -29.5% | -45.3% |
| 30D | -51.9% | +1.3% | -53.2% | -47.3% |
| 3M | -43.6% | +7.4% | -51.0% | -36.9% |
| 6M | -37.5% | +5.6% | -43.1% | -30.1% |
| YTD | -38.6% | -19.2% | -19.4% | -32.6% |
| 1Y | -26.3% | -25.1% | -1.2% | -19.0% |
| All | -26.3% | -25.4% | -0.9% | -19.0% |
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