+16.4%
APH vs W
+21.5%
-5.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +11.0% | -17.1% | -8.4% |
| 7D | -2.4% | +8.4% | -10.8% | -4.3% |
| 30D | -9.5% | +16.5% | -26.0% | -12.7% |
| 3M | -7.6% | +6.4% | -14.1% | -9.3% |
| 6M | +12.4% | +90.5% | -78.1% | -9.6% |
| YTD | +17.5% | +23.1% | -5.5% | +9.9% |
| 1Y | +16.4% | +24.3% | -7.9% | +8.3% |
| All | +16.4% | +21.5% | -5.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling