+2,358.2%
APH vs MARA
-88.0%
+2,446.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +3.9% |
| 7D | -5.9% | -6.2% | +0.3% | -5.7% |
| 30D | -14.8% | -38.7% | +23.9% | -13.6% |
| 3M | -12.4% | -40.4% | +28.0% | -11.2% |
| 6M | +8.1% | -51.3% | +59.3% | +10.1% |
| YTD | +10.9% | -29.3% | +40.2% | +11.5% |
| 1Y | +8.8% | -60.2% | +69.0% | +11.0% |
| 3Y | +262.1% | -31.3% | +293.3% | +258.3% |
| 5Y | +283.1% | -90.1% | +373.2% | +282.6% |
| 10Y | +908.1% | -81.2% | +989.3% | +817.1% |
| All | +2,358.2% | -88.0% | +2,446.2% | +2,148.9% |
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 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