+247.7%
APH vs MAR
+123.2%
+124.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.5% | -8.5% |
| 7D | -12.7% | +4.4% | -17.1% | -14.4% |
| 30D | -19.2% | +15.5% | -34.7% | -24.2% |
| 3M | -16.7% | +15.7% | -32.4% | -22.1% |
| 6M | +5.1% | +18.2% | -13.0% | -3.9% |
| YTD | +6.6% | +35.3% | -28.7% | -9.9% |
| 1Y | +3.9% | +48.6% | -44.7% | -17.0% |
| All | +247.7% | +123.2% | +124.6% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling