+72.9%
MA vs APH
+244.7%
-171.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.3% | +6.8% | -1.9% |
| 7D | +3.2% | -12.7% | +15.9% | +4.0% |
| 30D | +15.9% | -19.2% | +35.1% | +17.6% |
| 3M | +15.2% | -16.7% | +31.8% | +16.4% |
| 6M | +32.4% | +5.1% | +27.2% | +30.0% |
| YTD | +15.6% | +6.6% | +9.1% | +12.1% |
| 1Y | +19.3% | +3.9% | +15.4% | +15.9% |
| All | +72.9% | +244.7% | -171.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling