+844.5%
APH vs MNST
+320.3%
+524.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.7% |
| 7D | -12.7% | +3.2% | -15.9% | -13.8% |
| 30D | -19.2% | +10.6% | -29.8% | -22.2% |
| 3M | -16.7% | +1.3% | -18.0% | -17.7% |
| 6M | +5.1% | +26.2% | -21.1% | -5.6% |
| YTD | +6.6% | +24.8% | -18.2% | -3.9% |
| 1Y | +3.9% | +40.9% | -37.0% | -11.0% |
| 3Y | +246.0% | +72.2% | +173.8% | +166.4% |
| 5Y | +268.0% | +108.8% | +159.2% | +154.8% |
| All | +844.5% | +320.3% | +524.2% | +428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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