+4,992.0%
WMT vs APH
+119,301.1%
-114,309.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.3% |
| 7D | +1.6% | -5.9% | +7.6% | +2.3% |
| 30D | +16.1% | -14.8% | +30.9% | +18.3% |
| 3M | +12.3% | -12.4% | +24.7% | +13.8% |
| 6M | -3.1% | +8.1% | -11.2% | -5.4% |
| YTD | +13.4% | +10.9% | +2.4% | +9.4% |
| 1Y | +24.5% | +8.8% | +15.7% | +20.2% |
| 3Y | +135.7% | +262.1% | -126.4% | +86.8% |
| 5Y | +166.8% | +283.1% | -116.3% | +108.3% |
| 10Y | +543.4% | +908.1% | -364.6% | +330.8% |
| All | +4,992.0% | +119,301.1% | -114,309.1% | +1,958.2% |
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