+285.2%
APH vs MAR
+181.1%
+104.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +4.9% | +1.6% | +3.3% | +4.1% |
| 30D | -5.4% | +13.8% | -19.2% | -10.9% |
| 3M | -5.5% | +20.3% | -25.7% | -13.3% |
| 6M | +25.9% | +21.3% | +4.6% | +13.8% |
| YTD | +16.4% | +37.2% | -20.8% | -1.5% |
| 1Y | +16.5% | +48.4% | -32.0% | -5.5% |
| 3Y | +270.9% | +120.1% | +150.7% | +144.8% |
| All | +285.2% | +181.1% | +104.1% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling