-19.3%
IBM vs APH
+14.0%
-33.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -2.2% | -5.0% | +2.8% | -2.2% |
| 30D | +7.7% | -8.4% | +16.0% | +7.8% |
| 3M | +3.5% | -4.5% | +8.0% | +3.4% |
| 6M | +7.2% | +25.3% | -18.1% | +4.1% |
| YTD | -15.8% | +18.9% | -34.7% | -19.0% |
| 1Y | -19.3% | +11.9% | -31.2% | -21.1% |
| All | -19.3% | +14.0% | -33.3% | -21.1% |
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