+13,824.2%
MA vs APH
+2,518.7%
+11,305.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -47.8% | +46.1% | +19.9% |
| 7D | -2.1% | -48.7% | +46.6% | +20.5% |
| 30D | +1.5% | -51.9% | +53.5% | +28.6% |
| 3M | +20.4% | -43.6% | +64.0% | +38.1% |
| 6M | +11.1% | -37.5% | +48.7% | +18.7% |
| YTD | +2.0% | -38.6% | +40.6% | +6.5% |
| 1Y | -2.2% | -26.3% | +24.2% | -9.3% |
| 3Y | +41.9% | +89.2% | -47.3% | -28.7% |
| 5Y | +75.4% | +119.8% | -44.5% | -19.7% |
| 10Y | +527.5% | +454.3% | +73.3% | +69.4% |
| All | +13,824.2% | +2,518.7% | +11,305.4% | +1,429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling