+119,301.1%
APH vs MO
+9,623.7%
+109,677.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.4% |
| 7D | -5.9% | -2.4% | -3.5% | -5.6% |
| 30D | -14.8% | +9.7% | -24.5% | -16.4% |
| 3M | -12.4% | +14.1% | -26.6% | -14.8% |
| 6M | +8.1% | +11.9% | -3.8% | +4.9% |
| YTD | +10.9% | +38.4% | -27.5% | +2.9% |
| 1Y | +8.8% | +41.9% | -33.1% | +0.4% |
| 3Y | +262.1% | +134.5% | +127.6% | +197.5% |
| 5Y | +283.1% | +147.3% | +135.9% | +209.4% |
| 10Y | +908.1% | +135.2% | +772.9% | +705.6% |
| All | +119,301.1% | +9,623.7% | +109,677.4% | +62,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling