+122.9%
APH vs W
-63.2%
+186.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.2% | -48.0% | -47.8% |
| 7D | -48.7% | -5.3% | -43.4% | -48.3% |
| 30D | -51.9% | -7.6% | -44.4% | -51.4% |
| 3M | -43.6% | +37.2% | -80.7% | -47.0% |
| 6M | -37.5% | +26.3% | -63.9% | -40.8% |
| YTD | -38.6% | -1.0% | -37.7% | -39.8% |
| 1Y | -26.3% | +20.1% | -46.4% | -30.3% |
| 3Y | +89.2% | +37.8% | +51.4% | +63.9% |
| All | +122.9% | -63.2% | +186.0% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling