+5.1%
APH vs W
+72.4%
-67.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -8.1% |
| 7D | -12.7% | -5.6% | -7.1% | -11.8% |
| 30D | -19.2% | +7.5% | -26.7% | -19.9% |
| 3M | -16.7% | +5.4% | -22.1% | -17.3% |
| 6M | +5.1% | +79.4% | -74.3% | -13.8% |
| All | +5.1% | +72.4% | -67.3% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling