+6,252.6%
APH vs IWD
+726.5%
+5,526.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.3% | -48.1% | -48.1% |
| 7D | -48.7% | 0.0% | -48.7% | -48.9% |
| 30D | -51.9% | +0.6% | -52.5% | -52.4% |
| 3M | -43.6% | +7.2% | -50.8% | -47.9% |
| 6M | -37.5% | +16.2% | -53.7% | -46.9% |
| YTD | -38.6% | +23.3% | -62.0% | -51.0% |
| 1Y | -26.3% | +29.6% | -55.9% | -44.2% |
| 3Y | +89.2% | +70.5% | +18.7% | +7.6% |
| 5Y | +119.8% | +73.5% | +46.3% | +23.9% |
| 10Y | +454.3% | +198.3% | +255.9% | +75.7% |
| All | +6,252.6% | +726.5% | +5,526.1% | +694.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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