+11.3%
APH vs MDB
-9.5%
+20.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.0% |
| 7D | +0.4% | +3.0% | -2.6% | +0.1% |
| 30D | -8.0% | -11.3% | +3.3% | -7.0% |
| 3M | -5.0% | -23.0% | +18.0% | -3.3% |
| 6M | +29.9% | +14.8% | +15.2% | +25.5% |
| YTD | +18.0% | -19.4% | +37.4% | +18.0% |
| 1Y | +11.3% | -9.0% | +20.3% | +8.9% |
| All | +11.3% | -9.5% | +20.8% | +8.9% |
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