+6,028.8%
MU vs APH
+454.1%
+5,574.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -47.8% | +53.8% | +41.2% |
| 7D | +8.7% | -48.7% | +57.4% | +47.1% |
| 30D | +13.8% | -51.9% | +65.8% | +63.9% |
| 3M | +2.1% | -43.6% | +45.6% | +28.6% |
| 6M | +153.8% | -37.5% | +191.3% | +180.3% |
| YTD | +256.4% | -38.6% | +295.0% | +279.7% |
| 1Y | +719.8% | -26.3% | +746.1% | +620.9% |
| 3Y | +1,360.4% | +89.2% | +1,271.2% | +368.4% |
| 5Y | +1,312.4% | +119.8% | +1,192.6% | +285.4% |
| All | +6,028.8% | +454.1% | +5,574.7% | +562.6% |
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