+276.0%
APH vs MTB
+105.4%
+170.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.4% | -2.0% | +2.4% | +1.2% |
| 30D | -8.0% | +0.1% | -8.1% | -8.0% |
| 3M | -5.0% | -12.1% | +7.1% | -0.3% |
| 6M | +29.9% | +7.3% | +22.6% | +25.7% |
| YTD | +18.0% | +11.5% | +6.4% | +12.0% |
| 1Y | +11.3% | +21.3% | -9.9% | +2.2% |
| All | +276.0% | +105.4% | +170.6% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling