+285.6%
APH vs MARA
-4.6%
+290.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +5.0% | +6.0% | -1.0% | +4.1% |
| 30D | -3.9% | +0.6% | -4.5% | -4.4% |
| 3M | +13.0% | -18.5% | +31.5% | +14.6% |
| 6M | +25.2% | +21.7% | +3.4% | +20.5% |
| YTD | +22.9% | +25.9% | -3.0% | +17.0% |
| 1Y | +47.8% | -25.1% | +73.0% | +46.9% |
| All | +285.6% | -4.6% | +290.2% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling