+352.5%
APH vs GWRE
+15.9%
+336.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.3% |
| 7D | +1.6% | -26.2% | +27.8% | +5.9% |
| 30D | -3.0% | -17.8% | +14.8% | -0.9% |
| 3M | +5.7% | +14.2% | -8.5% | +0.7% |
| 6M | +20.0% | -12.9% | +32.9% | +19.9% |
| YTD | +20.8% | -29.2% | +50.0% | +26.9% |
| 1Y | +40.2% | -44.4% | +84.7% | +57.8% |
| 3Y | +288.1% | +51.1% | +237.0% | +201.9% |
| 5Y | +352.5% | +16.5% | +336.0% | +282.6% |
| All | +352.5% | +15.9% | +336.6% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling