+132,206.2%
APH vs ITW
+6,508.8%
+125,697.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.2% |
| 7D | +5.0% | -3.6% | +8.5% | +6.9% |
| 30D | -3.9% | -9.1% | +5.3% | +1.0% |
| 3M | +13.0% | +8.2% | +4.8% | +7.9% |
| 6M | +25.2% | -4.8% | +29.9% | +28.0% |
| YTD | +22.9% | +11.0% | +11.9% | +15.6% |
| 1Y | +47.8% | +4.2% | +43.6% | +42.9% |
| 3Y | +283.0% | +17.3% | +265.8% | +245.6% |
| 5Y | +349.7% | +33.0% | +316.7% | +279.9% |
| 10Y | +1,061.2% | +182.3% | +878.9% | +563.5% |
| All | +132,206.2% | +6,508.8% | +125,697.4% | +26,061.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling