+1,059.7%
APH vs WM
+306.5%
+753.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -3.9% | -2.4% | -1.5% | -2.9% |
| 3M | +13.0% | +0.4% | +12.5% | +11.3% |
| 6M | +25.2% | -9.5% | +34.6% | +29.5% |
| YTD | +22.9% | +0.5% | +22.4% | +20.1% |
| 1Y | +47.8% | -1.1% | +48.9% | +44.9% |
| 3Y | +283.0% | +46.0% | +237.0% | +188.3% |
| 5Y | +349.7% | +51.8% | +297.8% | +225.3% |
| All | +1,059.7% | +306.5% | +753.2% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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