+114,578.9%
APH vs MOD
+959.5%
+113,619.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -7.7% |
| 7D | -12.7% | -34.2% | +21.4% | -4.3% |
| 30D | -19.2% | -51.9% | +32.7% | -4.8% |
| 3M | -16.7% | -53.0% | +36.4% | -1.7% |
| 6M | +5.1% | -66.4% | +71.5% | +32.2% |
| YTD | +6.6% | -31.5% | +38.1% | +12.4% |
| 1Y | +3.9% | -39.6% | +43.5% | +12.2% |
| 3Y | +246.0% | +116.8% | +129.2% | +167.4% |
| 5Y | +268.0% | +713.8% | -445.8% | +102.7% |
| 10Y | +868.2% | +882.7% | -14.5% | +333.2% |
| All | +114,578.9% | +959.5% | +113,619.4% | +39,836.0% |
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