+955.2%
APH vs GWW
+663.6%
+291.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.6% |
| 7D | -5.0% | +5.5% | -10.6% | -7.2% |
| 30D | -8.4% | +14.4% | -22.8% | -13.3% |
| 3M | -4.5% | +13.7% | -18.2% | -9.5% |
| 6M | +25.3% | +20.1% | +5.2% | +15.7% |
| YTD | +18.9% | +47.1% | -28.2% | +0.5% |
| 1Y | +11.9% | +56.2% | -44.3% | -7.8% |
| 3Y | +278.0% | +90.5% | +187.4% | +185.4% |
| 5Y | +306.4% | +221.2% | +85.2% | +146.9% |
| 10Y | +955.2% | +648.4% | +306.8% | +423.8% |
| All | +955.2% | +663.6% | +291.6% | +423.8% |
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