+132,206.3%
APH vs WY
+658.4%
+131,547.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +5.0% | -1.7% | +6.7% | +5.6% |
| 30D | -3.9% | -10.1% | +6.2% | -0.2% |
| 3M | +13.0% | -5.1% | +18.1% | +14.4% |
| 6M | +25.2% | -4.8% | +29.9% | +26.5% |
| YTD | +22.9% | -0.2% | +23.2% | +21.8% |
| 1Y | +47.8% | -6.6% | +54.5% | +49.2% |
| 3Y | +283.0% | -22.7% | +305.8% | +306.4% |
| 5Y | +349.7% | -22.2% | +371.9% | +373.1% |
| 10Y | +1,061.2% | +7.3% | +1,053.9% | +918.2% |
| All | +132,206.3% | +658.4% | +131,547.9% | +69,925.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling