+1,030.6%
APH vs WTW
+197.9%
+832.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -2.2% | -7.8% | +5.6% | +0.7% |
| 30D | -4.0% | -7.9% | +3.9% | -1.3% |
| 3M | +7.7% | +19.9% | -12.2% | -0.7% |
| 6M | +17.8% | +9.8% | +8.0% | +11.8% |
| YTD | +19.2% | -3.3% | +22.5% | +17.9% |
| 1Y | +35.7% | -3.3% | +39.0% | +33.6% |
| 3Y | +282.9% | +61.5% | +221.4% | +183.3% |
| 5Y | +345.6% | +42.6% | +303.0% | +248.0% |
| All | +1,030.6% | +197.9% | +832.8% | +549.1% |
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