+453.5%
APH vs MOD
+1,642.7%
-1,189.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +9.1% | -56.9% | -49.8% |
| 7D | -48.7% | +4.5% | -53.2% | -50.2% |
| 30D | -51.9% | 0.0% | -52.0% | -52.8% |
| 3M | -43.6% | -35.4% | -8.2% | -39.2% |
| 6M | -37.5% | -7.3% | -30.3% | -38.7% |
| YTD | -38.6% | +45.8% | -84.4% | -46.2% |
| 1Y | -26.3% | +43.1% | -69.5% | -35.6% |
| 3Y | +89.2% | +297.7% | -208.5% | +27.9% |
| 5Y | +119.8% | +1,478.8% | -1,358.9% | +8.8% |
| All | +453.5% | +1,642.7% | -1,189.2% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling