+56,168.4%
APH vs MCO
+7,698.6%
+48,469.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | +5.0% | -4.2% | +9.1% | +6.6% |
| 30D | -3.9% | +2.2% | -6.1% | -4.9% |
| 3M | +13.0% | +10.1% | +2.9% | +8.0% |
| 6M | +25.2% | +5.3% | +19.9% | +21.4% |
| YTD | +22.9% | -2.7% | +25.7% | +22.1% |
| 1Y | +47.8% | -0.4% | +48.2% | +44.7% |
| 3Y | +283.0% | +49.0% | +234.0% | +219.8% |
| 5Y | +349.7% | +33.6% | +316.0% | +287.6% |
| 10Y | +1,061.2% | +395.3% | +665.9% | +517.0% |
| All | +56,168.4% | +7,698.6% | +48,469.8% | +12,607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling