+102.9%
WMT vs APH
+289.3%
-186.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | +3.9% | +5.0% | -1.0% | +3.7% |
| 30D | -4.4% | -3.9% | -0.5% | -4.3% |
| 3M | -8.8% | +13.0% | -21.8% | -9.6% |
| 6M | -15.6% | +25.2% | -40.8% | -17.1% |
| YTD | -3.2% | +22.9% | -26.2% | -5.3% |
| 1Y | +7.0% | +47.8% | -40.8% | +1.8% |
| All | +102.9% | +289.3% | -186.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling