+16.5%
APH vs MDB
-7.1%
+23.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +4.9% | +6.8% | -2.0% | +4.1% |
| 30D | -5.4% | -6.2% | +0.8% | -4.8% |
| 3M | -5.5% | -29.2% | +23.8% | -3.0% |
| 6M | +25.9% | +10.3% | +15.6% | +22.5% |
| YTD | +16.4% | -20.4% | +36.7% | +16.3% |
| 1Y | +16.5% | -4.8% | +21.3% | +13.5% |
| All | +16.5% | -7.1% | +23.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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