+268.0%
APH vs WM
+62.1%
+205.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.5% |
| 7D | -12.7% | +4.5% | -17.2% | -13.2% |
| 30D | -19.2% | +16.1% | -35.2% | -21.1% |
| 3M | -16.7% | +8.0% | -24.7% | -17.7% |
| 6M | +5.1% | +8.4% | -3.3% | +3.1% |
| YTD | +6.6% | +11.2% | -4.7% | +3.2% |
| 1Y | +3.9% | +22.3% | -18.4% | -2.6% |
| 3Y | +246.0% | +50.2% | +195.8% | +185.5% |
| 5Y | +268.0% | +63.3% | +204.7% | +185.0% |
| All | +268.0% | +62.1% | +205.9% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling