-37.5%
APH vs WAT
+31.9%
-69.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.3% |
| 7D | -48.7% | -2.8% | -45.9% | -48.0% |
| 30D | -51.9% | +2.3% | -54.3% | -52.0% |
| 3M | -43.6% | +8.7% | -52.3% | -44.6% |
| 6M | -37.5% | +28.3% | -65.8% | -39.6% |
| All | -37.5% | +31.9% | -69.4% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling