+433.7%
WMT vs APH
+1,046.4%
-612.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | +1.6% | -1.9% | -0.5% |
| 30D | -5.8% | -3.0% | -2.8% | -5.4% |
| 3M | -10.8% | +5.7% | -16.5% | -12.2% |
| 6M | -14.3% | +20.0% | -34.3% | -18.3% |
| YTD | -4.4% | +20.8% | -25.2% | -9.9% |
| 1Y | +4.3% | +40.2% | -35.9% | -5.8% |
| 3Y | +100.1% | +288.1% | -188.0% | +34.2% |
| 5Y | +130.8% | +352.5% | -221.7% | +45.8% |
| 10Y | +433.7% | +1,062.5% | -628.7% | +156.9% |
| All | +433.7% | +1,046.4% | -612.6% | +156.9% |
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