+1,030.6%
APH vs MCO
+385.7%
+644.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | -2.2% | -7.3% | +5.1% | +1.5% |
| 30D | -4.0% | -1.7% | -2.3% | -3.5% |
| 3M | +7.7% | +3.9% | +3.8% | +4.3% |
| 6M | +17.8% | +3.8% | +14.0% | +13.6% |
| YTD | +19.2% | -7.9% | +27.1% | +21.3% |
| 1Y | +35.7% | -6.8% | +42.5% | +36.2% |
| 3Y | +282.9% | +40.9% | +242.0% | +201.5% |
| 5Y | +345.6% | +27.5% | +318.1% | +262.3% |
| All | +1,030.6% | +385.7% | +644.9% | +399.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling