+247.7%
APH vs MMM
+159.9%
+87.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.5% |
| 7D | -12.7% | +5.9% | -18.6% | -14.2% |
| 30D | -19.2% | +14.7% | -33.9% | -22.6% |
| 3M | -16.7% | +3.6% | -20.3% | -17.7% |
| 6M | +5.1% | +32.7% | -27.6% | -4.2% |
| YTD | +6.6% | +18.9% | -12.4% | +0.2% |
| 1Y | +3.9% | +16.4% | -12.5% | -1.7% |
| All | +247.7% | +159.9% | +87.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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