+951.3%
APH vs WAT
+232.2%
+719.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.2% | +4.0% | +6.6% |
| 7D | +1.1% | +6.0% | -5.0% | -1.0% |
| 30D | -7.5% | +9.9% | -17.4% | -10.6% |
| 3M | -4.4% | +17.2% | -21.6% | -10.0% |
| 6M | +26.5% | +34.2% | -7.8% | +13.0% |
| YTD | +20.0% | +25.5% | -5.5% | +8.2% |
| 1Y | +16.9% | +28.3% | -11.4% | +4.4% |
| 3Y | +288.5% | +88.4% | +200.1% | +174.2% |
| 5Y | +310.3% | +36.1% | +274.1% | +230.6% |
| 10Y | +951.3% | +234.8% | +716.5% | +486.9% |
| All | +951.3% | +232.2% | +719.1% | +486.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling