+955.2%
APH vs MOD
+920.5%
+34.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.2% |
| 7D | -5.0% | -17.8% | +12.8% | -0.9% |
| 30D | -8.4% | -43.2% | +34.9% | +4.2% |
| 3M | -4.5% | -46.0% | +41.5% | +9.4% |
| 6M | +25.3% | -62.2% | +87.5% | +54.1% |
| YTD | +18.9% | -22.8% | +41.7% | +22.4% |
| 1Y | +11.9% | -35.5% | +47.4% | +19.4% |
| 3Y | +278.0% | +128.2% | +149.7% | +196.4% |
| 5Y | +306.4% | +791.6% | -485.2% | +133.9% |
| 10Y | +955.2% | +886.3% | +68.9% | +461.7% |
| All | +955.2% | +920.5% | +34.7% | +461.7% |
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