+35.7%
APH vs GWRE
-45.4%
+81.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.5% |
| 7D | -2.2% | -30.9% | +28.7% | -5.5% |
| 30D | -4.0% | -20.7% | +16.7% | -5.6% |
| 3M | +7.7% | +20.2% | -12.4% | +10.3% |
| 6M | +17.8% | -11.9% | +29.6% | +19.2% |
| YTD | +19.2% | -30.3% | +49.5% | +21.9% |
| 1Y | +35.7% | -44.6% | +80.3% | +40.7% |
| All | +35.7% | -45.4% | +81.1% | +40.7% |
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 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