+132,206.3%
APH vs GWW
+10,036.5%
+122,169.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +5.0% | +1.4% | +3.6% | +4.3% |
| 30D | -3.9% | +3.3% | -7.1% | -5.2% |
| 3M | +13.0% | +2.9% | +10.0% | +11.1% |
| 6M | +25.2% | +15.8% | +9.4% | +16.9% |
| YTD | +22.9% | +32.0% | -9.1% | +7.8% |
| 1Y | +47.8% | +29.9% | +17.9% | +30.2% |
| 3Y | +283.0% | +91.1% | +191.9% | +182.8% |
| 5Y | +349.7% | +223.9% | +125.7% | +160.6% |
| 10Y | +1,061.2% | +567.0% | +494.2% | +360.3% |
| All | +132,206.3% | +10,036.5% | +122,169.8% | +21,927.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GWW 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling