+2,141.8%
IBM vs APH
+132,206.3%
-130,064.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.3% | +5.0% | -5.3% | -1.5% |
| 30D | +0.3% | -3.9% | +4.2% | +1.1% |
| 3M | -21.6% | +13.0% | -34.6% | -24.8% |
| 6M | -4.7% | +25.2% | -29.8% | -11.5% |
| YTD | -19.1% | +22.9% | -42.0% | -25.2% |
| 1Y | -2.5% | +47.8% | -50.3% | -14.4% |
| 3Y | +74.2% | +283.0% | -208.9% | +17.4% |
| 5Y | +113.1% | +349.7% | -236.5% | +36.7% |
| 10Y | +133.5% | +1,061.2% | -927.7% | +18.9% |
| All | +2,141.8% | +132,206.3% | -130,064.5% | +437.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling