+528.6%
APH vs TW
+286.2%
+242.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | +4.2% | -10.2% | -7.0% |
| 30D | -14.8% | +18.9% | -33.7% | -18.8% |
| 3M | -12.4% | +23.8% | -36.2% | -17.7% |
| 6M | +8.1% | +17.0% | -9.0% | +2.2% |
| YTD | +10.9% | +19.2% | -8.3% | +3.8% |
| 1Y | +8.8% | +20.1% | -11.3% | +1.4% |
| 3Y | +262.1% | +40.5% | +221.6% | +215.3% |
| 5Y | +283.1% | +38.0% | +245.1% | +226.6% |
| All | +528.6% | +286.2% | +242.4% | +319.2% |
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