+930.0%
APH vs WTW
+218.5%
+711.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.4% |
| 7D | +4.9% | +2.0% | +2.9% | +4.1% |
| 30D | -5.4% | +12.9% | -18.3% | -9.9% |
| 3M | -5.5% | +0.7% | -6.2% | -6.5% |
| 6M | +25.9% | +39.5% | -13.6% | +8.3% |
| YTD | +16.4% | +3.1% | +13.3% | +11.7% |
| 1Y | +16.5% | +4.8% | +11.7% | +10.9% |
| 3Y | +270.9% | +42.9% | +227.9% | +194.5% |
| 5Y | +289.5% | +55.3% | +234.2% | +191.5% |
| All | +930.0% | +218.5% | +711.5% | +453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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