+1,197.8%
APH vs W
+214.9%
+982.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -8.2% |
| 7D | -12.7% | -5.6% | -7.1% | -12.1% |
| 30D | -19.2% | +7.5% | -26.7% | -20.1% |
| 3M | -16.7% | +5.4% | -22.1% | -17.7% |
| 6M | +5.1% | +79.4% | -74.3% | -4.5% |
| YTD | +6.6% | +12.9% | -6.4% | +2.6% |
| 1Y | +3.9% | +12.4% | -8.5% | -0.1% |
| 3Y | +246.0% | +128.5% | +117.5% | +187.0% |
| 5Y | +268.0% | -54.0% | +321.9% | +234.7% |
| 10Y | +868.2% | +248.8% | +619.5% | +533.0% |
| All | +1,197.8% | +214.9% | +982.9% | +755.0% |
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 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