+1,041.3%
APH vs MARA
-74.0%
+1,115.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.4% |
| 7D | +0.2% | +15.6% | -15.4% | -0.5% |
| 30D | -3.3% | +17.2% | -20.6% | -4.2% |
| 3M | +14.0% | -14.2% | +28.2% | +14.4% |
| 6M | +24.4% | +47.7% | -23.3% | +21.7% |
| YTD | +21.4% | +31.7% | -10.3% | +19.1% |
| 1Y | +48.9% | -22.2% | +71.1% | +48.7% |
| 3Y | +290.1% | +8.4% | +281.7% | +274.7% |
| 5Y | +352.8% | -68.3% | +421.1% | +332.5% |
| 10Y | +1,041.3% | -74.9% | +1,116.1% | +899.8% |
| All | +1,041.3% | -74.0% | +1,115.2% | +899.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling