+122.9%
APH vs SW
-2.3%
+125.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -51.5% |
| 3M | -43.6% | +9.4% | -52.9% | -44.3% |
| 6M | -37.5% | +3.5% | -41.0% | -38.1% |
| YTD | -38.6% | +22.0% | -60.7% | -40.5% |
| 1Y | -26.3% | +2.2% | -28.5% | -27.2% |
| 3Y | +89.2% | +19.6% | +69.6% | +82.8% |
| All | +122.9% | -2.3% | +125.2% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling