+355.9%
APH vs MARA
-73.6%
+429.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +5.0% | +6.0% | -1.0% | +4.2% |
| 30D | -3.9% | +0.6% | -4.5% | -4.3% |
| 3M | +13.0% | -18.5% | +31.5% | +14.4% |
| 6M | +25.2% | +21.7% | +3.4% | +21.1% |
| YTD | +22.9% | +25.9% | -3.0% | +17.8% |
| 1Y | +47.8% | -25.1% | +73.0% | +47.6% |
| 3Y | +283.0% | -5.7% | +288.8% | +248.0% |
| All | +355.9% | -73.6% | +429.5% | +295.9% |
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