+944.2%
APH vs MAR
+541.3%
+402.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | -8.0% | +16.2% | -24.2% | -13.6% |
| 3M | -5.0% | +23.1% | -28.1% | -13.0% |
| 6M | +29.9% | +22.0% | +8.0% | +18.5% |
| YTD | +18.0% | +39.2% | -21.2% | +1.4% |
| 1Y | +11.3% | +48.3% | -36.9% | -7.1% |
| 3Y | +274.9% | +123.4% | +151.6% | +161.8% |
| 5Y | +300.6% | +185.4% | +115.2% | +148.3% |
| 10Y | +944.2% | +539.2% | +405.0% | +442.2% |
| All | +944.2% | +541.3% | +402.9% | +442.2% |
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