-26.3%
APH vs MCO
+0.4%
-26.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -47.6% |
| 7D | -48.7% | -3.0% | -45.7% | -48.6% |
| 30D | -51.9% | +2.2% | -54.1% | -51.6% |
| 3M | -43.6% | +10.1% | -53.7% | -43.4% |
| 6M | -37.5% | +5.3% | -42.8% | -37.4% |
| YTD | -38.6% | -2.7% | -35.9% | -39.2% |
| 1Y | -26.3% | -0.4% | -25.9% | -26.3% |
| All | -26.3% | +0.4% | -26.7% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling