+930.0%
APH vs KWEB
-21.5%
+951.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +4.9% | -7.8% | +12.7% | +6.8% |
| 30D | -5.4% | -6.4% | +1.1% | -4.1% |
| 3M | -5.5% | -14.6% | +9.1% | -2.2% |
| 6M | +25.9% | -25.0% | +51.0% | +33.9% |
| YTD | +16.4% | -32.7% | +49.0% | +26.9% |
| 1Y | +16.5% | -37.3% | +53.8% | +29.1% |
| 3Y | +270.9% | -5.9% | +276.8% | +264.5% |
| 5Y | +289.5% | -47.1% | +336.6% | +328.5% |
| All | +930.0% | -21.5% | +951.5% | +803.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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