+73.1%
MA vs APH
+350.9%
-277.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.7% | +5.0% | -7.7% | -4.0% |
| 30D | +1.5% | -3.9% | +5.4% | +2.4% |
| 3M | +20.4% | +13.0% | +7.5% | +14.9% |
| 6M | +11.1% | +25.2% | -14.0% | +1.9% |
| YTD | +2.0% | +22.9% | -21.0% | -8.3% |
| 1Y | -2.2% | +47.8% | -50.0% | -20.0% |
| 3Y | +41.9% | +283.0% | -241.1% | -38.3% |
| All | +73.1% | +350.9% | -277.8% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling