+4,246.4%
WMT vs APH
+61,451.9%
-57,205.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -47.8% | +50.0% | +8.6% |
| 7D | +4.4% | -48.7% | +53.1% | +11.3% |
| 30D | -4.4% | -51.9% | +47.5% | +2.8% |
| 3M | -8.8% | -43.6% | +34.8% | -4.6% |
| 6M | -15.6% | -37.5% | +21.9% | -13.5% |
| YTD | -3.2% | -38.6% | +35.4% | -1.0% |
| 1Y | +7.0% | -26.3% | +33.4% | +6.0% |
| 3Y | +105.3% | +89.2% | +16.1% | +73.8% |
| 5Y | +129.3% | +119.8% | +9.5% | +88.5% |
| 10Y | +423.9% | +454.3% | -30.3% | +272.0% |
| All | +4,246.4% | +61,451.9% | -57,205.6% | +1,779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling