+262.1%
APH vs MAGS
+125.8%
+136.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.4% |
| 7D | -5.9% | -1.4% | -4.6% | -4.8% |
| 30D | -14.8% | -8.4% | -6.4% | -8.9% |
| 3M | -12.4% | -1.5% | -10.9% | -11.2% |
| 6M | +8.1% | -1.4% | +9.4% | +9.0% |
| YTD | +10.9% | +2.4% | +8.6% | +8.6% |
| 1Y | +8.8% | +3.5% | +5.2% | +5.8% |
| 3Y | +262.1% | +125.3% | +136.8% | +134.2% |
| All | +262.1% | +125.8% | +136.3% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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