+883.4%
APH vs WAB
+287.6%
+595.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.2% |
| 7D | -5.9% | +1.4% | -7.4% | -6.4% |
| 30D | -14.8% | +0.4% | -15.2% | -14.7% |
| 3M | -12.4% | -3.8% | -8.6% | -10.5% |
| 6M | +8.1% | +5.1% | +3.0% | +5.4% |
| YTD | +10.9% | +33.3% | -22.4% | -3.5% |
| 1Y | +8.8% | +39.8% | -31.1% | -7.5% |
| 3Y | +262.1% | +161.1% | +101.0% | +132.5% |
| 5Y | +283.1% | +209.5% | +73.7% | +127.3% |
| All | +883.4% | +287.6% | +595.8% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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