+127,881.3%
APH vs WY
+579.6%
+127,301.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.1% |
| 7D | -5.0% | +0.2% | -5.2% | -5.3% |
| 30D | -8.4% | +8.0% | -16.4% | -11.5% |
| 3M | -4.5% | -17.7% | +13.2% | +1.4% |
| 6M | +25.3% | -10.8% | +36.0% | +28.4% |
| YTD | +18.9% | -10.6% | +29.5% | +21.4% |
| 1Y | +11.9% | -5.7% | +17.7% | +11.8% |
| 3Y | +278.0% | -24.8% | +302.7% | +301.1% |
| 5Y | +306.4% | -31.7% | +338.2% | +345.1% |
| 10Y | +955.2% | +2.9% | +952.2% | +832.7% |
| All | +127,881.3% | +579.6% | +127,301.6% | +69,715.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling