+1,059.7%
APH vs MOD
+1,642.7%
-583.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.1% |
| 7D | +5.0% | +9.6% | -4.6% | +2.8% |
| 30D | -3.9% | 0.0% | -3.9% | -3.9% |
| 3M | +13.0% | -35.4% | +48.3% | +23.9% |
| 6M | +25.2% | -7.3% | +32.4% | +25.1% |
| YTD | +22.9% | +45.8% | -22.9% | +9.9% |
| 1Y | +47.8% | +43.1% | +4.7% | +31.6% |
| 3Y | +283.0% | +297.7% | -14.7% | +163.9% |
| 5Y | +349.7% | +1,478.8% | -1,129.1% | +126.9% |
| All | +1,059.7% | +1,642.7% | -583.0% | +409.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling