+282.2%
APH vs MARA
-90.9%
+373.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +3.2% |
| 7D | -5.9% | -6.2% | +0.3% | -5.3% |
| 30D | -14.8% | -38.7% | +23.9% | -10.2% |
| 3M | -12.4% | -40.4% | +28.0% | -8.0% |
| 6M | +8.1% | -51.3% | +59.3% | +15.3% |
| YTD | +10.9% | -29.3% | +40.2% | +12.7% |
| 1Y | +8.8% | -60.2% | +69.0% | +16.4% |
| 3Y | +262.1% | -31.3% | +293.3% | +242.6% |
| All | +282.2% | -90.9% | +373.1% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling