-26.3%
APH vs MAR
+27.3%
-53.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.5% | -46.3% | -47.4% |
| 7D | -48.7% | -4.9% | -43.8% | -48.1% |
| 30D | -51.9% | -6.7% | -45.3% | -51.2% |
| 3M | -43.6% | -12.5% | -31.1% | -42.2% |
| 6M | -37.5% | +0.6% | -38.1% | -38.5% |
| YTD | -38.6% | +9.1% | -47.8% | -39.5% |
| 1Y | -26.3% | +26.2% | -52.5% | -25.6% |
| All | -26.3% | +27.3% | -53.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling