+951.3%
APH vs W
+268.4%
+682.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.6% | +3.6% | +7.5% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | -7.5% | +10.5% | -18.0% | -9.0% |
| 3M | -4.4% | +9.6% | -14.1% | -6.2% |
| 6M | +26.5% | +76.4% | -49.9% | +14.3% |
| YTD | +20.0% | +16.4% | +3.7% | +14.7% |
| 1Y | +16.9% | +9.3% | +7.5% | +12.5% |
| 3Y | +288.5% | +172.8% | +115.7% | +209.7% |
| 5Y | +310.3% | -53.4% | +363.7% | +271.6% |
| 10Y | +951.3% | +243.6% | +707.7% | +577.0% |
| All | +951.3% | +268.4% | +682.8% | +577.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling