+11.9%
APH vs MP
-40.8%
+52.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | -5.0% | -3.6% | -1.4% | -4.1% |
| 30D | -8.4% | -21.0% | +12.6% | -3.3% |
| 3M | -4.5% | -33.3% | +28.8% | +4.3% |
| 6M | +25.3% | -45.9% | +71.2% | +41.6% |
| YTD | +18.9% | -27.8% | +46.7% | +16.5% |
| 1Y | +11.9% | -43.2% | +55.1% | +19.8% |
| All | +11.9% | -40.8% | +52.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling