+355.9%
APH vs WAB
+222.7%
+133.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.4% |
| 7D | +5.0% | -3.2% | +8.2% | +7.1% |
| 30D | -3.9% | -4.4% | +0.6% | -1.0% |
| 3M | +13.0% | +7.9% | +5.1% | +6.4% |
| 6M | +25.2% | +8.7% | +16.4% | +16.9% |
| YTD | +22.9% | +33.0% | -10.0% | +0.3% |
| 1Y | +47.8% | +46.7% | +1.2% | +12.5% |
| 3Y | +283.0% | +153.0% | +130.0% | +101.7% |
| All | +355.9% | +222.7% | +133.2% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling