+1,059.7%
APH vs WMB
+333.1%
+726.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | -3.9% | +3.3% | -7.1% | -5.1% |
| 3M | +13.0% | +3.1% | +9.8% | +11.3% |
| 6M | +25.2% | -0.7% | +25.9% | +24.5% |
| YTD | +22.9% | +25.2% | -2.2% | +12.3% |
| 1Y | +47.8% | +32.9% | +15.0% | +31.7% |
| 3Y | +283.0% | +140.6% | +142.5% | +178.2% |
| 5Y | +349.7% | +273.5% | +76.2% | +179.5% |
| All | +1,059.7% | +333.1% | +726.6% | +547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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