+1,041.3%
APH vs GWW
+557.3%
+484.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.8% |
| 30D | -3.3% | +1.1% | -4.5% | -3.8% |
| 3M | +14.0% | -1.0% | +15.0% | +14.0% |
| 6M | +24.4% | +16.3% | +8.1% | +16.6% |
| YTD | +21.4% | +28.5% | -7.1% | +8.6% |
| 1Y | +48.9% | +30.3% | +18.7% | +32.2% |
| 3Y | +290.1% | +91.6% | +198.5% | +194.9% |
| 5Y | +352.8% | +224.0% | +128.8% | +176.8% |
| 10Y | +1,041.3% | +551.3% | +490.0% | +495.6% |
| All | +1,041.3% | +557.3% | +484.0% | +495.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling