+120.6%
APH vs MULL
+1,230.7%
-1,110.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.4% | -1.0% |
| 7D | +4.9% | +24.5% | -19.7% | +1.3% |
| 30D | -5.4% | -35.5% | +30.1% | -1.2% |
| 3M | -5.5% | -44.8% | +39.3% | -0.1% |
| 6M | +25.9% | -45.5% | +71.4% | +24.4% |
| YTD | +16.4% | +232.5% | -216.2% | -19.4% |
| 1Y | +16.5% | +343.3% | -326.8% | -24.5% |
| All | +120.6% | +1,230.7% | -1,110.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling