+588.0%
APH vs TW
+211.4%
+376.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +0.2% | -3.5% | +3.7% | +1.2% |
| 30D | -3.3% | +0.5% | -3.8% | -3.6% |
| 3M | +14.0% | +4.9% | +9.1% | +11.5% |
| 6M | +24.4% | -17.1% | +41.5% | +30.2% |
| YTD | +21.4% | -3.9% | +25.3% | +20.8% |
| 1Y | +48.9% | -13.3% | +62.2% | +52.7% |
| 3Y | +290.1% | +20.9% | +269.2% | +253.2% |
| 5Y | +352.8% | +20.5% | +332.3% | +300.3% |
| All | +588.0% | +211.4% | +376.5% | +387.9% |
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