+54,329.1%
APH vs MCO
+7,969.8%
+46,359.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.0% | +1.4% | -6.4% | -5.6% |
| 30D | -8.4% | +10.0% | -18.4% | -11.9% |
| 3M | -4.5% | +7.0% | -11.5% | -7.6% |
| 6M | +25.3% | +13.7% | +11.6% | +17.7% |
| YTD | +18.9% | +0.6% | +18.3% | +16.1% |
| 1Y | +11.9% | +6.2% | +5.7% | +6.9% |
| 3Y | +278.0% | +51.9% | +226.1% | +212.1% |
| 5Y | +306.4% | +37.5% | +269.0% | +245.4% |
| 10Y | +955.2% | +459.4% | +495.8% | +435.0% |
| All | +54,329.1% | +7,969.8% | +46,359.3% | +11,978.1% |
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