+300.6%
APH vs WAT
+33.2%
+267.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -8.0% | +9.0% | -17.0% | -10.2% |
| 3M | -5.0% | +13.5% | -18.5% | -8.4% |
| 6M | +29.9% | +35.3% | -5.4% | +19.0% |
| YTD | +18.0% | +24.0% | -6.0% | +9.6% |
| 1Y | +11.3% | +22.0% | -10.6% | +3.9% |
| 3Y | +274.9% | +84.0% | +190.9% | +183.8% |
| 5Y | +300.6% | +34.4% | +266.2% | +242.4% |
| All | +300.6% | +33.2% | +267.4% | +242.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling