+110.3%
APH vs MULL
+968.6%
-858.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.1% | -5.0% | +2.8% |
| 7D | -5.9% | -42.7% | +36.8% | +0.7% |
| 30D | -14.8% | -63.8% | +49.0% | -3.6% |
| 3M | -12.4% | -49.0% | +36.6% | -6.0% |
| 6M | +8.1% | -38.2% | +46.2% | +4.1% |
| YTD | +10.9% | +167.0% | -156.1% | -20.4% |
| 1Y | +8.8% | +247.7% | -239.0% | -26.9% |
| All | +110.3% | +968.6% | -858.2% | +0.6% |
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