+3,506.0%
APH vs MXL
+249.5%
+3,256.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | -0.1% |
| 7D | +5.0% | +1.6% | +3.3% | +4.5% |
| 30D | -3.9% | -7.0% | +3.1% | -3.2% |
| 3M | +13.0% | -33.4% | +46.4% | +17.9% |
| 6M | +25.2% | +260.2% | -235.0% | -13.4% |
| YTD | +22.9% | +260.0% | -237.0% | -15.2% |
| 1Y | +47.8% | +303.5% | -255.6% | -1.4% |
| 3Y | +283.0% | +160.4% | +122.6% | +152.5% |
| 5Y | +349.7% | +14.7% | +335.0% | +234.3% |
| 10Y | +1,061.2% | +215.6% | +845.6% | +530.6% |
| All | +3,506.0% | +249.5% | +3,256.5% | +1,647.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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