+965.2%
APH vs GWW
+650.5%
+314.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +7.9% |
| 7D | +1.1% | +5.3% | -4.2% | -1.1% |
| 30D | -7.5% | +12.4% | -19.9% | -11.9% |
| 3M | -4.4% | +13.7% | -18.2% | -9.4% |
| 6M | +26.5% | +18.0% | +8.5% | +17.6% |
| YTD | +20.0% | +44.6% | -24.5% | +2.2% |
| 1Y | +16.9% | +53.1% | -36.2% | -3.0% |
| 3Y | +288.5% | +90.2% | +198.3% | +193.5% |
| 5Y | +310.3% | +215.0% | +95.3% | +151.2% |
| All | +965.2% | +650.5% | +314.7% | +432.5% |
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