-20.2%
IBM vs APH
+11.4%
-31.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -0.3% | +11.1% | -11.4% | -0.6% |
| 30D | +6.8% | -7.3% | +14.1% | +6.9% |
| 3M | +4.4% | -6.2% | +10.6% | +4.3% |
| 6M | +13.2% | +24.9% | -11.7% | +9.9% |
| YTD | -15.1% | +18.4% | -33.6% | -18.5% |
| 1Y | -20.2% | +13.0% | -33.2% | -22.4% |
| All | -20.2% | +11.4% | -31.6% | -22.4% |
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