+352.5%
APH vs MCO
+29.3%
+323.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +1.6% | -3.1% | +4.8% | +3.1% |
| 30D | -3.0% | -0.5% | -2.5% | -3.1% |
| 3M | +5.7% | +5.7% | +0.1% | +1.7% |
| 6M | +20.0% | +3.0% | +17.0% | +16.5% |
| YTD | +20.8% | -6.5% | +27.3% | +22.3% |
| 1Y | +40.2% | -5.8% | +46.0% | +40.3% |
| 3Y | +288.1% | +43.1% | +245.0% | +199.8% |
| 5Y | +352.5% | +29.5% | +323.1% | +252.6% |
| All | +352.5% | +29.3% | +323.2% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling