+282.2%
APH vs TW
+37.3%
+244.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | +4.2% | -10.2% | -6.8% |
| 30D | -14.8% | +18.9% | -33.7% | -18.3% |
| 3M | -12.4% | +23.8% | -36.2% | -17.0% |
| 6M | +8.1% | +17.0% | -9.0% | +3.2% |
| YTD | +10.9% | +19.2% | -8.3% | +4.8% |
| 1Y | +8.8% | +20.1% | -11.3% | +2.4% |
| 3Y | +262.1% | +40.5% | +221.6% | +215.5% |
| All | +282.2% | +37.3% | +244.8% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling