+37.6%
APH vs WOLF
+57.5%
-19.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.8% | +0.3% |
| 7D | +5.0% | +9.7% | -4.7% | +3.9% |
| 30D | -3.9% | +12.5% | -16.4% | -5.4% |
| 3M | +13.0% | -57.7% | +70.7% | +20.0% |
| 6M | +25.2% | +37.7% | -12.5% | +16.5% |
| YTD | +22.9% | +62.8% | -39.9% | +12.2% |
| All | +37.6% | +57.5% | -19.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling