+930.0%
APH vs MKTX
+12.8%
+917.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +0.2% | +4.6% | +4.8% |
| 30D | -5.4% | +0.9% | -6.3% | -5.6% |
| 3M | -5.5% | +2.6% | -8.0% | -5.9% |
| 6M | +25.9% | +20.4% | +5.5% | +20.7% |
| YTD | +16.4% | -7.1% | +23.4% | +16.9% |
| 1Y | +16.5% | -2.8% | +19.2% | +15.9% |
| 3Y | +270.9% | -21.7% | +292.6% | +274.3% |
| 5Y | +289.5% | -54.5% | +344.0% | +337.2% |
| All | +930.0% | +12.8% | +917.2% | +911.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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