+267.0%
APH vs WAB
+198.1%
+69.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.7% | -5.6% |
| 7D | -12.7% | -2.5% | -10.2% | -11.1% |
| 30D | -19.2% | -4.4% | -14.8% | -16.5% |
| 3M | -16.7% | -5.9% | -10.8% | -13.0% |
| 6M | +5.1% | +5.9% | -0.8% | +0.7% |
| YTD | +6.6% | +30.9% | -24.4% | -11.8% |
| 1Y | +3.9% | +35.8% | -31.9% | -16.1% |
| 3Y | +246.0% | +154.0% | +92.0% | +82.8% |
| All | +267.0% | +198.1% | +69.0% | +72.1% |
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