+17,994.4%
APH vs MAR
+3,122.8%
+14,871.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.5% | -8.6% |
| 7D | -12.7% | +4.4% | -17.1% | -14.3% |
| 30D | -19.2% | +15.5% | -34.7% | -23.9% |
| 3M | -16.7% | +15.7% | -32.4% | -21.7% |
| 6M | +5.1% | +18.2% | -13.0% | -2.8% |
| YTD | +6.6% | +35.3% | -28.7% | -7.2% |
| 1Y | +3.9% | +48.6% | -44.7% | -13.1% |
| 3Y | +246.0% | +124.3% | +121.7% | +142.7% |
| 5Y | +268.0% | +159.7% | +108.3% | +137.9% |
| 10Y | +868.2% | +555.2% | +313.0% | +295.1% |
| All | +17,994.4% | +3,122.8% | +14,871.7% | +3,555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling