+1,333.1%
APH vs SW
+755.0%
+578.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.3% | -45.5% | -47.6% |
| 7D | -48.7% | -5.8% | -42.9% | -48.4% |
| 30D | -51.9% | -4.6% | -47.4% | -51.7% |
| 3M | -43.6% | +9.4% | -52.9% | -43.9% |
| 6M | -37.5% | +3.5% | -41.0% | -37.8% |
| YTD | -38.6% | +22.0% | -60.7% | -39.5% |
| 1Y | -26.3% | +2.2% | -28.5% | -26.7% |
| 3Y | +89.2% | +19.6% | +69.6% | +85.8% |
| 5Y | +119.8% | -2.3% | +122.1% | +115.1% |
| 10Y | +454.3% | +181.4% | +272.9% | +417.0% |
| All | +1,333.1% | +755.0% | +578.1% | +1,253.8% |
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