+18.7%
MA vs APH
+7.8%
+11.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.3% |
| 7D | +2.3% | -5.9% | +8.2% | +2.0% |
| 30D | +14.7% | -14.8% | +29.5% | +14.1% |
| 3M | +13.5% | -12.4% | +25.9% | +13.1% |
| 6M | +33.1% | +8.1% | +25.1% | +32.6% |
| YTD | +15.1% | +10.9% | +4.1% | +14.8% |
| 1Y | +18.7% | +8.8% | +10.0% | +18.3% |
| All | +18.7% | +7.8% | +11.0% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling