+355.9%
APH vs GWW
+224.0%
+131.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | +13.0% | +2.9% | +10.0% | +10.9% |
| 6M | +25.2% | +15.8% | +9.4% | +16.2% |
| YTD | +22.9% | +32.0% | -9.1% | +6.3% |
| 1Y | +47.8% | +29.9% | +17.9% | +28.5% |
| 3Y | +283.0% | +91.1% | +191.9% | +171.2% |
| All | +355.9% | +224.0% | +131.9% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling