+133.1%
APH vs MULL
+2,561.4%
-2,428.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.8% | -10.9% | -0.7% |
| 7D | +5.0% | +17.3% | -12.3% | +2.6% |
| 30D | -3.9% | +23.5% | -27.4% | -6.9% |
| 3M | +13.0% | -24.0% | +37.0% | +10.6% |
| 6M | +25.2% | +276.7% | -251.6% | -8.7% |
| YTD | +22.9% | +565.1% | -542.1% | -20.7% |
| 1Y | +47.8% | +2,802.6% | -2,754.8% | -29.5% |
| All | +133.1% | +2,561.4% | -2,428.3% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling