-26.3%
APH vs ITW
+5.8%
-32.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.9% | -45.9% | -46.8% |
| 7D | -48.7% | -4.1% | -44.6% | -47.4% |
| 30D | -51.9% | -9.1% | -42.8% | -50.0% |
| 3M | -43.6% | +8.2% | -51.8% | -45.0% |
| 6M | -37.5% | -4.8% | -32.8% | -38.6% |
| YTD | -38.6% | +11.0% | -49.7% | -39.5% |
| 1Y | -26.3% | +4.2% | -30.6% | -28.6% |
| All | -26.3% | +5.8% | -32.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling