+122.9%
APH vs MDB
-28.4%
+151.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -18.7% | -29.1% | -44.3% |
| 7D | -48.7% | -16.3% | -32.4% | -45.6% |
| 30D | -51.9% | -2.0% | -49.9% | -50.4% |
| 3M | -43.6% | -3.0% | -40.5% | -41.8% |
| 6M | -37.5% | +48.7% | -86.2% | -40.6% |
| YTD | -38.6% | -12.1% | -26.5% | -37.0% |
| 1Y | -26.3% | +14.5% | -40.8% | -27.8% |
| 3Y | +89.2% | -6.1% | +95.3% | +80.3% |
| All | +122.9% | -28.4% | +151.2% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling