+955.2%
APH vs W
+228.8%
+726.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.4% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | -8.4% | +6.4% | -14.8% | -9.4% |
| 3M | -4.5% | +9.0% | -13.5% | -6.1% |
| 6M | +25.3% | +69.8% | -44.5% | +13.8% |
| YTD | +18.9% | +12.1% | +6.9% | +14.3% |
| 1Y | +11.9% | 0.0% | +11.9% | +9.1% |
| 3Y | +278.0% | +160.3% | +117.6% | +203.3% |
| 5Y | +306.4% | -53.3% | +359.7% | +268.2% |
| 10Y | +955.2% | +217.0% | +738.2% | +574.9% |
| All | +955.2% | +228.8% | +726.4% | +574.9% |
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