+1,772.4%
APH vs KWEB
+28.2%
+1,744.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +5.0% | -1.0% | +6.0% | +5.2% |
| 30D | -3.9% | -8.7% | +4.8% | -1.8% |
| 3M | +13.0% | -4.0% | +17.0% | +13.9% |
| 6M | +25.2% | -13.1% | +38.3% | +29.0% |
| YTD | +22.9% | -23.5% | +46.4% | +30.9% |
| 1Y | +47.8% | -27.2% | +75.0% | +59.1% |
| 3Y | +283.0% | -2.1% | +285.1% | +272.5% |
| 5Y | +349.7% | -40.8% | +390.4% | +374.5% |
| 10Y | +1,061.2% | -17.5% | +1,078.7% | +908.5% |
| All | +1,772.4% | +28.2% | +1,744.2% | +1,269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling