+955.2%
APH vs WAB
+288.7%
+666.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.8% |
| 7D | -5.0% | +4.0% | -9.0% | -6.6% |
| 30D | -8.4% | +6.3% | -14.7% | -10.7% |
| 3M | -4.5% | +3.3% | -7.8% | -5.7% |
| 6M | +25.3% | +14.5% | +10.8% | +17.3% |
| YTD | +18.9% | +42.7% | -23.8% | +0.1% |
| 1Y | +11.9% | +45.2% | -33.3% | -6.6% |
| 3Y | +278.0% | +173.8% | +104.2% | +136.6% |
| 5Y | +306.4% | +223.8% | +82.6% | +135.1% |
| 10Y | +955.2% | +280.5% | +674.7% | +399.7% |
| All | +955.2% | +288.7% | +666.4% | +399.7% |
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