+48.9%
APH vs MKC
-24.0%
+72.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.3% |
| 7D | +0.2% | -4.3% | +4.6% | -0.5% |
| 30D | -3.3% | -2.0% | -1.3% | -3.6% |
| 3M | +14.0% | +10.0% | +4.0% | +14.8% |
| 6M | +24.4% | -18.5% | +43.0% | +23.8% |
| YTD | +21.4% | -22.4% | +43.8% | +19.7% |
| 1Y | +48.9% | -23.6% | +72.6% | +46.0% |
| All | +48.9% | -24.0% | +72.9% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling