+16.4%
APH vs MOD
-33.0%
+49.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -21.4% | +15.3% | +0.3% |
| 7D | -2.4% | -31.3% | +28.9% | +8.6% |
| 30D | -9.5% | -46.1% | +36.7% | +8.0% |
| 3M | -7.6% | -51.1% | +43.5% | +12.7% |
| 6M | +12.4% | -62.1% | +74.4% | +45.2% |
| YTD | +17.5% | -26.2% | +43.7% | +21.1% |
| 1Y | +16.4% | -32.6% | +49.0% | +22.6% |
| All | +16.4% | -33.0% | +49.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling