+883.4%
APH vs W
+238.4%
+645.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.6% | +4.3% |
| 7D | -5.9% | -3.6% | -2.3% | -5.6% |
| 30D | -14.8% | +7.0% | -21.8% | -15.8% |
| 3M | -12.4% | +7.4% | -19.8% | -13.8% |
| 6M | +8.1% | +69.3% | -61.2% | -1.8% |
| YTD | +10.9% | +11.3% | -0.3% | +6.7% |
| 1Y | +8.8% | +13.2% | -4.4% | +4.1% |
| 3Y | +262.1% | +142.0% | +120.0% | +193.3% |
| 5Y | +283.1% | -54.6% | +337.8% | +248.3% |
| All | +883.4% | +238.4% | +645.0% | +537.3% |
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 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