+34.3%
APH vs WOLF
+45.1%
-10.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.8% | -1.6% | +6.9% |
| 7D | +1.1% | +25.3% | -24.2% | -1.9% |
| 30D | -7.5% | -14.7% | +7.2% | -6.3% |
| 3M | -4.4% | -20.5% | +16.1% | -3.0% |
| 6M | +26.5% | -43.9% | +70.4% | +30.1% |
| YTD | +20.0% | +50.0% | -30.0% | +9.6% |
| 1Y | +16.9% | +45.5% | -28.7% | +6.9% |
| All | +34.3% | +45.1% | -10.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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