+41.4%
APH vs MCO
-5.7%
+47.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.6% |
| 7D | +1.4% | -3.8% | +5.1% | +1.1% |
| 30D | -1.2% | -0.4% | -0.9% | -1.3% |
| 3M | +10.3% | +7.7% | +2.5% | +9.8% |
| 6M | +25.2% | +7.0% | +18.2% | +24.6% |
| YTD | +24.6% | -6.4% | +31.0% | +22.5% |
| 1Y | +41.4% | -7.6% | +49.1% | +37.7% |
| All | +41.4% | -5.7% | +47.1% | +37.7% |
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