+453.5%
APH vs MAS
+137.9%
+315.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.7% | -48.5% | -48.1% |
| 7D | -48.7% | -0.1% | -48.6% | -48.8% |
| 30D | -51.9% | -5.6% | -46.4% | -50.9% |
| 3M | -43.6% | +4.4% | -48.0% | -45.5% |
| 6M | -37.5% | +7.2% | -44.7% | -40.8% |
| YTD | -38.6% | +16.1% | -54.7% | -44.4% |
| 1Y | -26.3% | +0.1% | -26.4% | -28.9% |
| 3Y | +89.2% | +28.3% | +60.9% | +56.5% |
| 5Y | +119.8% | +30.5% | +89.3% | +76.4% |
| All | +453.5% | +137.9% | +315.6% | +233.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling