+453.5%
APH vs SW
+147.8%
+305.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.3% | -45.5% | -47.5% |
| 7D | -48.7% | -5.8% | -42.9% | -48.2% |
| 30D | -51.9% | -4.6% | -47.4% | -51.6% |
| 3M | -43.6% | +9.4% | -52.9% | -44.2% |
| 6M | -37.5% | +3.5% | -41.0% | -37.9% |
| YTD | -38.6% | +22.0% | -60.7% | -40.2% |
| 1Y | -26.3% | +2.2% | -28.5% | -27.1% |
| 3Y | +89.2% | +19.6% | +69.6% | +83.1% |
| 5Y | +119.8% | -2.3% | +122.1% | +111.9% |
| All | +453.5% | +147.8% | +305.8% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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