+53,893.4%
APH vs MCO
+8,036.4%
+45,856.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | -8.0% | +9.4% | -17.4% | -11.4% |
| 3M | -5.0% | +8.3% | -13.3% | -8.5% |
| 6M | +29.9% | +15.4% | +14.6% | +21.3% |
| YTD | +18.0% | +1.5% | +16.5% | +14.8% |
| 1Y | +11.3% | +5.4% | +6.0% | +6.7% |
| 3Y | +274.9% | +53.1% | +221.8% | +208.6% |
| 5Y | +300.6% | +39.4% | +261.2% | +238.6% |
| 10Y | +944.2% | +463.0% | +481.2% | +428.1% |
| All | +53,893.4% | +8,036.4% | +45,856.9% | +11,843.9% |
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