+278.0%
APH vs WAT
+87.1%
+190.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.0% | +3.4% | -8.4% | -5.6% |
| 30D | -8.4% | +9.6% | -18.0% | -10.0% |
| 3M | -4.5% | +15.5% | -20.0% | -7.2% |
| 6M | +25.3% | +33.9% | -8.6% | +18.3% |
| YTD | +18.9% | +25.2% | -6.3% | +13.0% |
| 1Y | +11.9% | +26.3% | -14.3% | +6.2% |
| 3Y | +278.0% | +85.8% | +192.1% | +223.6% |
| All | +278.0% | +87.1% | +190.8% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling