+2,661.3%
APH vs GWRE
+869.7%
+1,791.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -19.9% | +20.8% | +5.1% |
| 7D | +5.0% | -21.1% | +26.1% | +9.7% |
| 30D | -3.9% | +1.3% | -5.2% | -5.3% |
| 3M | +13.0% | +7.4% | +5.5% | +8.5% |
| 6M | +25.2% | +5.6% | +19.5% | +18.7% |
| YTD | +22.9% | -19.2% | +42.1% | +24.0% |
| 1Y | +47.8% | -25.1% | +73.0% | +50.4% |
| 3Y | +283.0% | +87.7% | +195.3% | +194.5% |
| 5Y | +349.7% | +32.0% | +317.6% | +270.7% |
| 10Y | +1,061.2% | +157.8% | +903.5% | +708.2% |
| All | +2,661.3% | +869.7% | +1,791.6% | +1,676.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling