+114.6%
APH vs MAGS
+188.2%
-73.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.0% | -48.8% | -48.4% |
| 7D | -48.7% | +1.2% | -49.9% | -49.4% |
| 30D | -51.9% | +1.5% | -53.4% | -52.7% |
| 3M | -43.6% | +0.5% | -44.0% | -44.3% |
| 6M | -37.5% | +11.6% | -49.1% | -42.8% |
| YTD | -38.6% | +5.3% | -43.9% | -41.5% |
| 1Y | -26.3% | +14.9% | -41.2% | -33.6% |
| 3Y | +89.2% | +128.9% | -39.7% | +23.0% |
| All | +114.6% | +188.2% | -73.6% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling