+569.6%
MA vs APH
+950.8%
-381.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -2.3% |
| 30D | +11.0% | -8.0% | +19.0% | +13.8% |
| 3M | +17.9% | -5.0% | +22.9% | +18.0% |
| 6M | +33.2% | +29.9% | +3.2% | +11.4% |
| YTD | +16.5% | +18.0% | -1.5% | -2.2% |
| 1Y | +19.1% | +11.3% | +7.8% | +2.7% |
| 3Y | +70.6% | +274.9% | -204.4% | -41.7% |
| 5Y | +92.1% | +300.6% | -208.5% | -38.7% |
| 10Y | +569.6% | +944.2% | -374.6% | -4.8% |
| All | +569.6% | +950.8% | -381.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling