+1,055.9%
APH vs MO
+102.9%
+953.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | +5.0% | +0.3% | +4.6% | +4.9% |
| 30D | -3.9% | +0.6% | -4.5% | -4.1% |
| 3M | +13.0% | -1.0% | +13.9% | +12.1% |
| 6M | +25.2% | +4.3% | +20.8% | +22.1% |
| YTD | +22.9% | +23.3% | -0.3% | +14.4% |
| 1Y | +47.8% | +10.5% | +37.4% | +41.4% |
| 3Y | +283.0% | +96.3% | +186.8% | +197.6% |
| 5Y | +349.7% | +98.9% | +250.8% | +242.4% |
| All | +1,055.9% | +102.9% | +953.0% | +704.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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