+13,444.0%
APH vs WTW
+1,174.9%
+12,269.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | +5.0% | -2.6% | +7.6% | +6.0% |
| 30D | -3.9% | -1.0% | -2.9% | -3.7% |
| 3M | +13.0% | +29.9% | -16.9% | +0.7% |
| 6M | +25.2% | +10.7% | +14.4% | +18.2% |
| YTD | +22.9% | +2.6% | +20.4% | +18.4% |
| 1Y | +47.8% | +2.8% | +45.1% | +41.7% |
| 3Y | +283.0% | +67.3% | +215.7% | +191.8% |
| 5Y | +349.7% | +56.6% | +293.0% | +250.5% |
| 10Y | +1,061.2% | +204.1% | +857.2% | +571.7% |
| All | +13,444.0% | +1,174.9% | +12,269.1% | +5,992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling