+15.8%
APH vs MULL
+2,561.4%
-2,545.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +11.5% | -59.3% | -49.1% |
| 7D | -48.7% | +17.8% | -66.5% | -50.4% |
| 30D | -51.9% | +23.5% | -75.4% | -54.0% |
| 3M | -43.6% | -24.0% | -19.6% | -45.3% |
| 6M | -37.5% | +276.7% | -314.3% | -54.9% |
| YTD | -38.6% | +565.1% | -603.7% | -60.8% |
| 1Y | -26.3% | +2,802.6% | -2,828.9% | -65.2% |
| All | +15.8% | +2,561.4% | -2,545.6% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling