-19.5%
IBM vs APH
+7.8%
-27.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.0% |
| 7D | -5.0% | -5.9% | +1.0% | -4.9% |
| 30D | +11.1% | -14.8% | +25.9% | +11.5% |
| 3M | +5.7% | -12.4% | +18.1% | +5.9% |
| 6M | +10.1% | +8.1% | +2.1% | +7.9% |
| YTD | -15.6% | +10.9% | -26.5% | -18.9% |
| 1Y | -19.5% | +8.8% | -28.3% | -22.3% |
| All | -19.5% | +7.8% | -27.3% | -22.3% |
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 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