+1,059.7%
APH vs MAS
+137.9%
+921.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | +5.0% | -0.8% | +5.7% | +5.2% |
| 30D | -3.9% | -5.6% | +1.7% | -1.7% |
| 3M | +13.0% | +4.4% | +8.5% | +9.3% |
| 6M | +25.2% | +7.2% | +17.9% | +18.9% |
| YTD | +22.9% | +16.1% | +6.8% | +11.6% |
| 1Y | +47.8% | +0.1% | +47.7% | +42.9% |
| 3Y | +283.0% | +28.3% | +254.7% | +217.6% |
| 5Y | +349.7% | +30.5% | +319.2% | +261.6% |
| All | +1,059.7% | +137.9% | +921.8% | +601.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded MAS 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling