+9,611.8%
APH vs MAR
+2,498.9%
+7,112.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.5% | -46.3% | -47.2% |
| 7D | -48.7% | -4.9% | -43.8% | -47.3% |
| 30D | -51.9% | -6.7% | -45.3% | -50.3% |
| 3M | -43.6% | -12.5% | -31.1% | -40.4% |
| 6M | -37.5% | +0.6% | -38.1% | -37.8% |
| YTD | -38.6% | +9.1% | -47.8% | -41.1% |
| 1Y | -26.3% | +26.2% | -52.5% | -33.9% |
| 3Y | +89.2% | +68.2% | +21.1% | +50.3% |
| 5Y | +119.8% | +163.9% | -44.1% | +42.1% |
| 10Y | +454.3% | +420.6% | +33.7% | +150.3% |
| All | +9,611.8% | +2,498.9% | +7,112.9% | +2,059.5% |
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