+955.2%
APH vs MKC
+21.5%
+933.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -5.0% | -2.4% | -2.6% | -4.7% |
| 30D | -8.4% | +5.4% | -13.7% | -9.9% |
| 3M | -4.5% | -11.1% | +6.6% | -2.6% |
| 6M | +25.3% | -1.4% | +26.7% | +23.8% |
| YTD | +18.9% | -29.4% | +48.3% | +27.6% |
| 1Y | +11.9% | -24.7% | +36.7% | +17.8% |
| 3Y | +278.0% | -21.8% | +299.8% | +280.4% |
| 5Y | +306.4% | -36.0% | +342.4% | +332.1% |
| 10Y | +955.2% | +24.9% | +930.2% | +824.1% |
| All | +955.2% | +21.5% | +933.7% | +824.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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