+568.4%
APH vs TW
+294.9%
+273.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +0.4% | +2.8% | -2.5% | -0.4% |
| 30D | -8.0% | +18.1% | -26.0% | -12.1% |
| 3M | -5.0% | +25.2% | -30.2% | -11.0% |
| 6M | +29.9% | +19.1% | +10.8% | +22.3% |
| YTD | +18.0% | +21.9% | -3.9% | +9.7% |
| 1Y | +11.3% | +18.9% | -7.6% | +4.3% |
| 3Y | +274.9% | +41.7% | +233.2% | +226.1% |
| 5Y | +300.6% | +40.4% | +260.2% | +240.1% |
| All | +568.4% | +294.9% | +273.5% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling