+930.0%
APH vs W
+212.4%
+717.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -5.4% | +6.8% | -12.2% | -6.5% |
| 3M | -5.5% | +10.7% | -16.1% | -7.3% |
| 6M | +25.9% | +86.3% | -60.4% | +12.8% |
| YTD | +16.4% | +11.5% | +4.9% | +11.9% |
| 1Y | +16.5% | +5.1% | +11.4% | +12.7% |
| 3Y | +270.9% | +171.0% | +99.9% | +196.0% |
| 5Y | +289.5% | -56.6% | +346.1% | +256.6% |
| All | +930.0% | +212.4% | +717.6% | +559.6% |
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