+138.2%
IBM vs APH
+280.5%
-142.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.6% |
| 7D | -5.0% | -5.9% | +1.0% | -4.1% |
| 30D | +11.1% | -14.8% | +25.9% | +13.9% |
| 3M | +5.7% | -12.4% | +18.1% | +7.6% |
| 6M | +10.1% | +8.1% | +2.1% | +6.1% |
| YTD | -15.6% | +10.9% | -26.5% | -20.5% |
| 1Y | -19.5% | +8.8% | -28.3% | -24.0% |
| 3Y | +80.4% | +262.1% | -181.7% | +11.4% |
| All | +138.2% | +280.5% | -142.3% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling