+262.1%
APH vs GWW
+92.7%
+169.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.4% |
| 7D | -5.9% | +6.0% | -11.9% | -8.1% |
| 30D | -14.8% | +14.0% | -28.8% | -19.2% |
| 3M | -12.4% | +12.5% | -25.0% | -16.5% |
| 6M | +8.1% | +23.6% | -15.6% | -1.8% |
| YTD | +10.9% | +43.6% | -32.7% | -6.8% |
| 1Y | +8.8% | +52.5% | -43.7% | -11.4% |
| 3Y | +262.1% | +92.6% | +169.5% | +163.4% |
| All | +262.1% | +92.7% | +169.3% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling