-37.5%
APH vs WOLF
+33.9%
-71.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.5% | -51.3% | -48.1% |
| 7D | -48.7% | +5.2% | -53.9% | -49.2% |
| 30D | -51.9% | +12.5% | -64.5% | -52.8% |
| 3M | -43.6% | -57.7% | +14.2% | -40.3% |
| 6M | -37.5% | +37.7% | -75.2% | -42.9% |
| All | -37.5% | +33.9% | -71.4% | -42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling