+4,108.9%
MU vs APH
+959.3%
+3,149.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.2% |
| 7D | -15.2% | -5.0% | -10.2% | -10.1% |
| 30D | -29.5% | -8.4% | -21.2% | -22.7% |
| 3M | -15.8% | -4.5% | -11.3% | -12.0% |
| 6M | -2.9% | +25.3% | -28.2% | -21.0% |
| YTD | +154.2% | +18.9% | +135.3% | +101.1% |
| 1Y | +186.6% | +11.9% | +174.7% | +142.5% |
| 3Y | +871.5% | +278.0% | +593.5% | +123.7% |
| 5Y | +911.7% | +306.4% | +605.3% | +115.0% |
| All | +4,108.9% | +959.3% | +3,149.6% | +214.3% |
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 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