+26,536.5%
APH vs WAT
+10,816.8%
+15,719.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.4% |
| 7D | -48.7% | -2.8% | -45.9% | -48.1% |
| 30D | -51.9% | +2.3% | -54.3% | -52.1% |
| 3M | -43.6% | +8.7% | -52.3% | -44.8% |
| 6M | -37.5% | +28.3% | -65.8% | -42.4% |
| YTD | -38.6% | +7.8% | -46.4% | -40.7% |
| 1Y | -26.3% | +36.6% | -62.9% | -34.2% |
| 3Y | +89.2% | +45.7% | +43.5% | +60.0% |
| 5Y | +119.8% | -3.3% | +123.1% | +108.8% |
| 10Y | +454.3% | +162.1% | +292.1% | +282.1% |
| All | +26,536.5% | +10,816.8% | +15,719.7% | +8,322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling