+1,030.6%
APH vs GWRE
+129.6%
+901.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -2.2% | -30.9% | +28.7% | +5.8% |
| 30D | -4.0% | -20.7% | +16.7% | +0.1% |
| 3M | +7.7% | +20.2% | -12.4% | -0.7% |
| 6M | +17.8% | -11.9% | +29.6% | +16.2% |
| YTD | +19.2% | -30.3% | +49.5% | +25.1% |
| 1Y | +35.7% | -44.6% | +80.3% | +53.3% |
| 3Y | +282.9% | +48.8% | +234.1% | +191.7% |
| 5Y | +345.6% | +14.8% | +330.9% | +261.6% |
| All | +1,030.6% | +129.6% | +901.0% | +614.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling