+268.0%
APH vs MP
-13.9%
+281.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -8.4% |
| 7D | -12.7% | -19.0% | +6.3% | -9.9% |
| 30D | -19.2% | -30.5% | +11.3% | -14.7% |
| 3M | -16.7% | -29.6% | +12.9% | -12.5% |
| 6M | +5.1% | -50.4% | +55.6% | +15.3% |
| YTD | +6.6% | -33.2% | +39.8% | +10.8% |
| 1Y | +3.9% | -38.6% | +42.5% | +9.1% |
| 3Y | +246.0% | +105.5% | +140.5% | +171.7% |
| 5Y | +268.0% | -7.8% | +275.8% | +229.8% |
| All | +268.0% | -13.9% | +281.9% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling