+944.2%
APH vs WY
+4.2%
+940.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.4% | -5.1% | +5.4% | +2.3% |
| 30D | -8.0% | +9.0% | -17.0% | -11.7% |
| 3M | -5.0% | -16.7% | +11.7% | +1.1% |
| 6M | +29.9% | -10.3% | +40.2% | +33.2% |
| YTD | +18.0% | -10.5% | +28.5% | +20.6% |
| 1Y | +11.3% | -5.9% | +17.2% | +11.1% |
| 3Y | +274.9% | -24.7% | +299.6% | +299.7% |
| 5Y | +300.6% | -31.5% | +332.1% | +342.4% |
| All | +944.2% | +4.2% | +940.0% | +857.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling