+1,062.5%
APH vs ITW
+183.0%
+879.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.8% |
| 30D | -3.0% | -10.4% | +7.4% | +3.8% |
| 3M | +5.7% | +3.5% | +2.2% | +2.7% |
| 6M | +20.0% | -3.4% | +23.3% | +21.9% |
| YTD | +20.8% | +8.5% | +12.3% | +13.4% |
| 1Y | +40.2% | +3.2% | +37.0% | +35.2% |
| 3Y | +288.1% | +18.9% | +269.2% | +235.6% |
| 5Y | +352.5% | +35.0% | +317.5% | +256.8% |
| 10Y | +1,062.5% | +188.6% | +873.8% | +511.0% |
| All | +1,062.5% | +183.0% | +879.5% | +511.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling