+967.8%
APH vs MAS
+241.3%
+726.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.6% | -11.8% | -8.5% |
| 7D | -2.4% | +14.2% | -16.6% | -8.1% |
| 30D | -9.5% | +26.8% | -36.3% | -18.9% |
| 3M | -7.6% | +13.1% | -20.8% | -13.3% |
| 6M | +12.4% | +27.9% | -15.5% | -1.3% |
| YTD | +17.5% | +38.7% | -21.1% | -2.1% |
| 1Y | +16.4% | +40.4% | -24.0% | -3.8% |
| 3Y | +281.6% | +66.1% | +215.5% | +178.5% |
| 5Y | +317.7% | +47.4% | +270.3% | +217.0% |
| 10Y | +967.8% | +238.3% | +729.5% | +459.8% |
| All | +967.8% | +241.3% | +726.5% | +459.8% |
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