+8.1%
APH vs TW
+16.2%
-8.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.2% |
| 7D | -5.9% | +4.2% | -10.2% | -4.4% |
| 30D | -14.8% | +18.9% | -33.7% | -9.1% |
| 3M | -12.4% | +23.8% | -36.2% | -5.0% |
| 6M | +8.1% | +17.0% | -9.0% | +5.6% |
| All | +8.1% | +16.2% | -8.1% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling