+25.2%
APH vs MULL
+290.4%
-265.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.8% | -10.9% | -0.2% |
| 7D | +5.0% | +17.3% | -12.3% | +3.3% |
| 30D | -3.9% | +23.5% | -27.4% | -5.9% |
| 3M | +13.0% | -24.0% | +37.0% | +11.6% |
| 6M | +25.2% | +276.7% | -251.6% | +5.3% |
| All | +25.2% | +290.4% | -265.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 2026-03-04 to 2026-09-04: compounded portfolio wealth divided by compounded MULL 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling