+12.4%
APH vs MP
-48.0%
+60.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.1% | -1.1% | -4.8% |
| 7D | -2.4% | -12.5% | +10.1% | +1.0% |
| 30D | -9.5% | -23.3% | +13.9% | -3.6% |
| 3M | -7.6% | -24.4% | +16.7% | -1.9% |
| 6M | +12.4% | -45.8% | +58.1% | +27.8% |
| All | +12.4% | -48.0% | +60.3% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling