+129.7%
WMT vs APH
+351.1%
-221.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -5.0% | -3.3% | -1.6% | -4.7% |
| 3M | -11.3% | +14.0% | -25.3% | -13.0% |
| 6M | -13.8% | +24.4% | -38.2% | -16.7% |
| YTD | -4.2% | +21.4% | -25.6% | -7.8% |
| 1Y | +4.6% | +48.9% | -44.4% | -3.8% |
| 3Y | +100.5% | +290.1% | -189.6% | +45.6% |
| 5Y | +129.7% | +352.8% | -223.1% | +55.7% |
| All | +129.7% | +351.1% | -221.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling