+57,155.7%
APH vs WAT
+10,816.8%
+46,338.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +5.0% | -1.3% | +6.2% | +5.3% |
| 30D | -3.9% | +2.3% | -6.2% | -4.6% |
| 3M | +13.0% | +8.7% | +4.2% | +10.0% |
| 6M | +25.2% | +28.3% | -3.2% | +14.9% |
| YTD | +22.9% | +7.8% | +15.2% | +18.3% |
| 1Y | +47.8% | +36.6% | +11.2% | +31.5% |
| 3Y | +283.0% | +45.7% | +237.3% | +222.6% |
| 5Y | +349.7% | -3.3% | +353.0% | +325.5% |
| 10Y | +1,061.2% | +162.1% | +899.1% | +697.3% |
| All | +57,155.7% | +10,816.8% | +46,338.9% | +17,934.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded WAT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling