+608.7%
APH vs W
+176.2%
+432.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -51.5% |
| 3M | -43.6% | +37.2% | -80.7% | -46.6% |
| 6M | -37.5% | +26.3% | -63.9% | -40.4% |
| YTD | -38.6% | -1.0% | -37.7% | -39.6% |
| 1Y | -26.3% | +20.1% | -46.4% | -29.8% |
| 3Y | +89.2% | +37.8% | +51.4% | +67.2% |
| 5Y | +119.8% | -63.7% | +183.5% | +106.6% |
| 10Y | +454.3% | +156.3% | +297.9% | +274.4% |
| All | +608.7% | +176.2% | +432.5% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling