+2,834.0%
APH vs SW
+743.1%
+2,090.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.1% | -10.2% | -6.4% |
| 7D | -2.4% | +12.1% | -14.5% | -3.1% |
| 30D | -9.5% | +6.6% | -16.0% | -9.9% |
| 3M | -7.6% | -6.0% | -1.6% | -7.4% |
| 6M | +12.4% | +21.5% | -9.1% | +10.7% |
| YTD | +17.5% | +20.3% | -2.8% | +15.6% |
| 1Y | +16.4% | +28.1% | -11.7% | +14.1% |
| 3Y | +281.6% | +51.6% | +230.0% | +270.2% |
| 5Y | +317.7% | -0.1% | +317.9% | +307.9% |
| 10Y | +967.8% | +189.7% | +778.1% | +894.2% |
| All | +2,834.0% | +743.1% | +2,090.9% | +2,667.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling