+355.9%
APH vs TW
+23.1%
+332.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +5.0% | -2.3% | +7.3% | +5.6% |
| 30D | -3.9% | +3.9% | -7.8% | -4.9% |
| 3M | +13.0% | +5.7% | +7.3% | +10.3% |
| 6M | +25.2% | -14.5% | +39.7% | +30.1% |
| YTD | +22.9% | -0.9% | +23.8% | +21.5% |
| 1Y | +47.8% | -13.5% | +61.3% | +52.8% |
| 3Y | +283.0% | +25.0% | +258.0% | +239.8% |
| All | +355.9% | +23.1% | +332.8% | +291.3% |
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