+2,623.8%
APH vs MARA
-78.7%
+2,702.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | +5.0% | +6.0% | -1.0% | +4.8% |
| 30D | -3.9% | +0.6% | -4.5% | -4.0% |
| 3M | +13.0% | -18.5% | +31.5% | +13.4% |
| 6M | +25.2% | +21.7% | +3.4% | +24.0% |
| YTD | +22.9% | +25.9% | -3.0% | +21.5% |
| 1Y | +47.8% | -25.1% | +73.0% | +47.9% |
| 3Y | +283.0% | -5.7% | +288.8% | +274.4% |
| 5Y | +349.7% | -73.9% | +423.6% | +338.4% |
| 10Y | +1,061.2% | -75.6% | +1,136.9% | +941.9% |
| All | +2,623.8% | -78.7% | +2,702.5% | +2,350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MARA 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling