+126,856.7%
APH vs ITW
+7,009.7%
+119,847.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | -1.6% | +2.0% | +1.4% |
| 30D | -8.0% | +8.9% | -16.9% | -12.1% |
| 3M | -5.0% | -0.9% | -4.1% | -4.9% |
| 6M | +29.9% | +16.0% | +13.9% | +19.4% |
| YTD | +18.0% | +19.4% | -1.5% | +6.5% |
| 1Y | +11.3% | +20.7% | -9.3% | -0.3% |
| 3Y | +274.9% | +33.4% | +241.5% | +215.5% |
| 5Y | +300.6% | +39.1% | +261.5% | +229.7% |
| 10Y | +944.2% | +195.3% | +749.0% | +481.4% |
| All | +126,856.7% | +7,009.7% | +119,847.1% | +24,003.2% |
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