+955.2%
APH vs MARA
-80.1%
+1,035.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.5% | -1.4% |
| 7D | -5.0% | +2.5% | -7.6% | -5.2% |
| 30D | -8.4% | -23.9% | +15.6% | -7.2% |
| 3M | -4.5% | -23.2% | +18.7% | -3.6% |
| 6M | +25.3% | -43.3% | +68.6% | +27.9% |
| YTD | +18.9% | -18.3% | +37.2% | +19.0% |
| 1Y | +11.9% | -52.9% | +64.8% | +14.5% |
| 3Y | +278.0% | -23.6% | +301.6% | +269.7% |
| 5Y | +306.4% | -88.7% | +395.1% | +302.2% |
| 10Y | +955.2% | -80.3% | +1,035.5% | +836.0% |
| All | +955.2% | -80.1% | +1,035.3% | +836.0% |
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