+122.9%
APH vs MMM
+24.5%
+98.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.9% | -45.9% | -47.0% |
| 7D | -48.7% | -5.7% | -43.0% | -47.2% |
| 30D | -51.9% | -7.0% | -44.9% | -50.3% |
| 3M | -43.6% | +10.8% | -54.4% | -45.5% |
| 6M | -37.5% | +5.8% | -43.3% | -38.7% |
| YTD | -38.6% | +6.8% | -45.4% | -40.3% |
| 1Y | -26.3% | +10.4% | -36.7% | -29.4% |
| 3Y | +89.2% | +104.7% | -15.5% | +40.5% |
| All | +122.9% | +24.5% | +98.4% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling