+161.6%
IWM vs APH
+894.6%
-733.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -1.2% |
| 7D | -2.0% | -5.9% | +3.9% | +0.7% |
| 30D | -1.5% | -14.8% | +13.4% | +6.3% |
| 3M | -8.0% | -12.4% | +4.4% | -2.9% |
| 6M | -4.1% | +8.1% | -12.2% | -11.9% |
| YTD | +11.9% | +10.9% | +1.0% | -2.7% |
| 1Y | +15.0% | +8.8% | +6.3% | +0.6% |
| 3Y | +64.2% | +262.1% | -197.9% | -41.6% |
| 5Y | +20.4% | +283.1% | -262.7% | -59.4% |
| All | +161.6% | +894.6% | -733.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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