+844.5%
APH vs MAS
+219.8%
+624.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -7.9% |
| 7D | -12.7% | +4.6% | -17.3% | -14.5% |
| 30D | -19.2% | +19.9% | -39.0% | -25.7% |
| 3M | -16.7% | +8.9% | -25.6% | -20.4% |
| 6M | +5.1% | +20.2% | -15.0% | -4.9% |
| YTD | +6.6% | +33.9% | -27.3% | -9.8% |
| 1Y | +3.9% | +34.7% | -30.8% | -12.5% |
| 3Y | +246.0% | +60.4% | +185.6% | +156.6% |
| 5Y | +268.0% | +43.5% | +224.5% | +182.8% |
| All | +844.5% | +219.8% | +624.7% | +408.6% |
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