+126,376.5%
APH vs MOD
+1,042.6%
+125,333.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -21.4% | +15.3% | -1.2% |
| 7D | -2.4% | -31.3% | +28.9% | +5.8% |
| 30D | -9.5% | -46.1% | +36.7% | +3.7% |
| 3M | -7.6% | -51.1% | +43.5% | +7.8% |
| 6M | +12.4% | -62.1% | +74.4% | +37.3% |
| YTD | +17.5% | -26.2% | +43.7% | +21.7% |
| 1Y | +16.4% | -32.6% | +49.0% | +22.5% |
| 3Y | +281.6% | +133.8% | +147.8% | +189.6% |
| 5Y | +317.7% | +792.8% | -475.0% | +125.1% |
| 10Y | +967.8% | +959.8% | +8.0% | +369.2% |
| All | +126,376.5% | +1,042.6% | +125,333.9% | +43,147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling