+1,397.3%
APH vs W
+176.2%
+1,221.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | +0.5% |
| 7D | +5.0% | -4.2% | +9.1% | +5.5% |
| 30D | -3.9% | -7.6% | +3.7% | -2.9% |
| 3M | +13.0% | +37.2% | -24.2% | +6.9% |
| 6M | +25.2% | +26.3% | -1.2% | +19.4% |
| YTD | +22.9% | -1.0% | +23.9% | +20.9% |
| 1Y | +47.8% | +20.1% | +27.8% | +40.8% |
| 3Y | +283.0% | +37.8% | +245.2% | +238.5% |
| 5Y | +349.7% | -63.7% | +413.3% | +322.5% |
| 10Y | +1,061.2% | +156.3% | +904.9% | +684.7% |
| All | +1,397.3% | +176.2% | +1,221.1% | +907.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling