+844.5%
APH vs SW
+185.4%
+659.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -9.2% |
| 7D | -12.7% | +4.7% | -17.4% | -13.2% |
| 30D | -19.2% | +5.0% | -24.2% | -19.7% |
| 3M | -16.7% | -7.3% | -9.4% | -16.1% |
| 6M | +5.1% | +15.0% | -9.8% | +3.0% |
| YTD | +6.6% | +18.5% | -12.0% | +3.7% |
| 1Y | +3.9% | +27.1% | -23.2% | +0.3% |
| 3Y | +246.0% | +49.3% | +196.7% | +228.1% |
| 5Y | +268.0% | -1.6% | +269.6% | +253.6% |
| All | +844.5% | +185.4% | +659.1% | +720.4% |
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