+883.4%
APH vs WM
+339.4%
+544.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +5.0% |
| 7D | -5.9% | +1.2% | -7.1% | -6.6% |
| 30D | -14.8% | +13.1% | -27.9% | -19.8% |
| 3M | -12.4% | +3.6% | -16.0% | -14.5% |
| 6M | +8.1% | +8.1% | 0.0% | +2.3% |
| YTD | +10.9% | +8.9% | +2.0% | +3.8% |
| 1Y | +8.8% | +20.3% | -11.6% | -3.8% |
| 3Y | +262.1% | +46.2% | +215.9% | +175.0% |
| 5Y | +283.1% | +59.9% | +223.2% | +170.4% |
| All | +883.4% | +339.4% | +544.0% | +310.7% |
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