+276.0%
APH vs GWRE
+74.2%
+201.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | +0.4% | -7.3% | +7.7% | +0.6% |
| 30D | -8.0% | -4.0% | -4.0% | -8.1% |
| 3M | -5.0% | -10.5% | +5.5% | -5.0% |
| 6M | +29.9% | +17.7% | +12.2% | +26.7% |
| YTD | +18.0% | -21.3% | +39.3% | +23.0% |
| 1Y | +11.3% | -28.0% | +39.3% | +18.3% |
| All | +276.0% | +74.2% | +201.7% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling