+236.7%
APH vs TW
+221.1%
+15.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.4% |
| 7D | -48.7% | -1.6% | -47.1% | -48.3% |
| 30D | -51.9% | +3.9% | -55.9% | -52.3% |
| 3M | -43.6% | +5.7% | -49.3% | -44.8% |
| 6M | -37.5% | -14.5% | -23.0% | -34.9% |
| YTD | -38.6% | -0.9% | -37.8% | -39.3% |
| 1Y | -26.3% | -13.5% | -12.8% | -24.0% |
| 3Y | +89.2% | +25.0% | +64.2% | +70.3% |
| 5Y | +119.8% | +22.7% | +97.1% | +94.1% |
| All | +236.7% | +221.1% | +15.6% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling