+1,055.9%
APH vs MTB
+176.7%
+879.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +1.7% | +3.2% | +4.3% |
| 30D | -3.9% | -4.2% | +0.3% | -2.3% |
| 3M | +13.0% | +8.9% | +4.1% | +9.1% |
| 6M | +25.2% | +10.9% | +14.3% | +20.1% |
| YTD | +22.9% | +21.5% | +1.5% | +13.7% |
| 1Y | +47.8% | +21.9% | +25.9% | +36.2% |
| 3Y | +283.0% | +109.2% | +173.8% | +183.9% |
| 5Y | +349.7% | +102.0% | +247.7% | +226.9% |
| All | +1,055.9% | +176.7% | +879.1% | +608.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling