+883.4%
APH vs MAR
+544.2%
+339.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | +4.3% | -10.2% | -7.6% |
| 30D | -14.8% | +16.8% | -31.6% | -20.2% |
| 3M | -12.4% | +16.0% | -28.5% | -17.8% |
| 6M | +8.1% | +16.5% | -8.4% | +0.5% |
| YTD | +10.9% | +35.0% | -24.1% | -3.5% |
| 1Y | +8.8% | +49.4% | -40.6% | -9.5% |
| 3Y | +262.1% | +124.1% | +138.0% | +152.6% |
| 5Y | +283.1% | +159.2% | +124.0% | +146.6% |
| All | +883.4% | +544.2% | +339.2% | +406.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling