+596.5%
APH vs TW
+221.1%
+375.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +5.0% | -2.3% | +7.3% | +5.6% |
| 30D | -3.9% | +3.9% | -7.8% | -5.0% |
| 3M | +13.0% | +5.7% | +7.3% | +10.1% |
| 6M | +25.2% | -14.5% | +39.7% | +29.9% |
| YTD | +22.9% | -0.9% | +23.8% | +21.3% |
| 1Y | +47.8% | -13.5% | +61.3% | +52.1% |
| 3Y | +283.0% | +25.0% | +258.0% | +243.5% |
| 5Y | +349.7% | +22.7% | +327.0% | +295.7% |
| All | +596.5% | +221.1% | +375.4% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TW 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling