+13.0%
APH vs MKC
-27.0%
+40.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.1% |
| 7D | +11.1% | -7.3% | +18.4% | +9.3% |
| 30D | -7.3% | +4.0% | -11.3% | -6.7% |
| 3M | -6.2% | -11.5% | +5.3% | -7.3% |
| 6M | +24.9% | +1.1% | +23.8% | +23.8% |
| YTD | +18.4% | -29.9% | +48.3% | +17.8% |
| 1Y | +13.0% | -27.0% | +40.0% | +13.2% |
| All | +13.0% | -27.0% | +40.0% | +13.2% |
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