+1,055.9%
APH vs MAR
+424.3%
+631.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | -4.2% | +9.1% | +6.8% |
| 30D | -3.9% | -6.7% | +2.8% | -1.2% |
| 3M | +13.0% | -12.5% | +25.5% | +18.5% |
| 6M | +25.2% | +0.6% | +24.6% | +23.7% |
| YTD | +22.9% | +9.1% | +13.8% | +17.0% |
| 1Y | +47.8% | +26.2% | +21.6% | +31.4% |
| 3Y | +283.0% | +68.2% | +214.9% | +200.6% |
| 5Y | +349.7% | +163.9% | +185.7% | +188.5% |
| All | +1,055.9% | +424.3% | +631.5% | +488.0% |
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