-16.7%
IBM vs APH
+11.6%
-28.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.0% |
| 7D | +1.6% | +4.9% | -3.3% | +1.5% |
| 30D | +9.2% | -5.4% | +14.6% | +9.2% |
| 3M | +4.9% | -5.5% | +10.4% | +4.8% |
| 6M | +16.8% | +25.9% | -9.1% | +13.5% |
| YTD | -14.3% | +16.4% | -30.6% | -16.9% |
| 1Y | -16.7% | +16.5% | -33.2% | -19.1% |
| All | -16.7% | +11.6% | -28.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling