+1,176.5%
APH vs MARA
-78.7%
+1,255.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.0% | -52.8% | -47.9% |
| 7D | -48.7% | -4.7% | -44.0% | -48.7% |
| 30D | -51.9% | +0.6% | -52.6% | -52.1% |
| 3M | -43.6% | -18.5% | -25.0% | -43.4% |
| 6M | -37.5% | +21.7% | -59.3% | -38.2% |
| YTD | -38.6% | +25.9% | -64.6% | -39.4% |
| 1Y | -26.3% | -25.1% | -1.2% | -26.4% |
| 3Y | +89.2% | -5.7% | +95.0% | +84.8% |
| 5Y | +119.8% | -73.9% | +193.8% | +114.1% |
| 10Y | +454.3% | -75.6% | +529.9% | +396.6% |
| All | +1,176.5% | -78.7% | +1,255.1% | +1,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling