+262.1%
APH vs ITW
+29.5%
+232.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.8% |
| 7D | -5.9% | +0.9% | -6.8% | -6.3% |
| 30D | -14.8% | +7.6% | -22.4% | -17.6% |
| 3M | -12.4% | -4.0% | -8.4% | -10.9% |
| 6M | +8.1% | +9.2% | -1.1% | +2.7% |
| YTD | +10.9% | +16.2% | -5.3% | +2.0% |
| 1Y | +8.8% | +17.9% | -9.2% | -1.0% |
| 3Y | +262.1% | +30.6% | +231.5% | +196.6% |
| All | +262.1% | +29.5% | +232.5% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling