+955.2%
APH vs MAR
+528.1%
+427.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -2.0% |
| 7D | -5.0% | +2.9% | -7.9% | -6.2% |
| 30D | -8.4% | +17.0% | -25.4% | -14.2% |
| 3M | -4.5% | +23.2% | -27.7% | -12.6% |
| 6M | +25.3% | +21.7% | +3.5% | +14.3% |
| YTD | +18.9% | +38.9% | -19.9% | +2.3% |
| 1Y | +11.9% | +48.7% | -36.7% | -6.7% |
| 3Y | +278.0% | +122.9% | +155.1% | +164.1% |
| 5Y | +306.4% | +177.5% | +129.0% | +154.6% |
| 10Y | +955.2% | +537.5% | +417.6% | +449.3% |
| All | +955.2% | +528.1% | +427.0% | +449.3% |
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