+930.0%
APH vs MARA
-81.0%
+1,011.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.6% |
| 7D | +4.9% | +10.1% | -5.2% | +4.4% |
| 30D | -5.4% | -15.1% | +9.7% | -4.7% |
| 3M | -5.5% | -24.1% | +18.6% | -4.5% |
| 6M | +25.9% | -45.2% | +71.1% | +28.8% |
| YTD | +16.4% | -22.2% | +38.5% | +16.7% |
| 1Y | +16.5% | -45.3% | +61.8% | +18.4% |
| 3Y | +270.9% | -23.9% | +294.7% | +263.0% |
| 5Y | +289.5% | -90.8% | +380.3% | +287.7% |
| All | +930.0% | -81.0% | +1,011.0% | +817.4% |
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