+283.5%
APH vs MAS
+67.0%
+216.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.6% | -11.8% | -7.4% |
| 7D | -2.4% | +14.2% | -16.6% | -5.6% |
| 30D | -9.5% | +26.8% | -36.3% | -15.0% |
| 3M | -7.6% | +13.1% | -20.8% | -10.7% |
| 6M | +12.4% | +27.9% | -15.5% | +3.8% |
| YTD | +17.5% | +38.7% | -21.1% | +4.5% |
| 1Y | +16.4% | +40.4% | -24.0% | +3.0% |
| All | +283.5% | +67.0% | +216.5% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling