+285.6%
APH vs MKC
-29.9%
+315.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.8% |
| 7D | +5.0% | -5.9% | +10.8% | +4.6% |
| 30D | -3.9% | -0.9% | -3.0% | -3.9% |
| 3M | +13.0% | +12.7% | +0.2% | +13.1% |
| 6M | +25.2% | -19.3% | +44.4% | +25.4% |
| YTD | +22.9% | -22.2% | +45.1% | +23.2% |
| 1Y | +47.8% | -23.3% | +71.2% | +48.2% |
| All | +285.6% | -29.9% | +315.5% | +287.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling