+944.2%
APH vs WAB
+282.9%
+661.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | +3.1% | -2.7% | -0.9% |
| 30D | -8.0% | +6.4% | -14.4% | -10.4% |
| 3M | -5.0% | +2.2% | -7.2% | -5.7% |
| 6M | +29.9% | +13.7% | +16.2% | +22.0% |
| YTD | +18.0% | +43.0% | -25.0% | -0.8% |
| 1Y | +11.3% | +47.0% | -35.6% | -7.6% |
| 3Y | +274.9% | +174.4% | +100.5% | +134.5% |
| 5Y | +300.6% | +222.2% | +78.4% | +132.1% |
| 10Y | +944.2% | +276.9% | +667.3% | +393.0% |
| All | +944.2% | +282.9% | +661.3% | +393.0% |
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