+67,882.8%
APH vs MS
+6,088.6%
+61,794.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.1% | -49.9% | -48.5% |
| 7D | -48.7% | +1.3% | -50.0% | -49.2% |
| 30D | -51.9% | -0.3% | -51.7% | -52.2% |
| 3M | -43.6% | +0.3% | -43.9% | -44.0% |
| 6M | -37.5% | +31.3% | -68.9% | -43.3% |
| YTD | -38.6% | +24.7% | -63.3% | -43.4% |
| 1Y | -26.3% | +47.9% | -74.2% | -35.7% |
| 3Y | +89.2% | +178.3% | -89.1% | +34.2% |
| 5Y | +119.8% | +144.9% | -25.1% | +61.2% |
| 10Y | +454.3% | +804.5% | -350.3% | +165.1% |
| All | +67,882.8% | +6,088.6% | +61,794.2% | +15,207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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