+955.2%
APH vs MDY
+171.2%
+784.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -5.0% | 0.0% | -5.0% | -4.7% |
| 30D | -8.4% | +1.0% | -9.3% | -8.8% |
| 3M | -4.5% | -4.1% | -0.4% | -0.1% |
| 6M | +25.3% | +0.6% | +24.6% | +25.9% |
| YTD | +18.9% | +12.9% | +6.0% | +7.7% |
| 1Y | +11.9% | +14.6% | -2.7% | +0.1% |
| 3Y | +278.0% | +57.1% | +220.9% | +155.2% |
| 5Y | +306.4% | +37.1% | +269.3% | +209.0% |
| 10Y | +955.2% | +171.5% | +783.7% | +377.3% |
| All | +955.2% | +171.2% | +784.0% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling