+334.9%
APH vs MAGS
+188.2%
+146.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.8% |
| 7D | +5.0% | +0.5% | +4.4% | +4.5% |
| 30D | -3.9% | +1.5% | -5.4% | -4.9% |
| 3M | +13.0% | +0.5% | +12.5% | +12.2% |
| 6M | +25.2% | +11.6% | +13.6% | +15.3% |
| YTD | +22.9% | +5.3% | +17.7% | +17.9% |
| 1Y | +47.8% | +14.9% | +33.0% | +33.9% |
| 3Y | +283.0% | +128.9% | +154.1% | +150.3% |
| All | +334.9% | +188.2% | +146.8% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling