+9.5%
IBM vs APH
+0.2%
+9.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.3% | +6.5% | -3.3% |
| 7D | -4.3% | -12.7% | +8.4% | -5.0% |
| 30D | +11.7% | -19.2% | +30.8% | +10.3% |
| 3M | +5.5% | -16.7% | +22.2% | +4.1% |
| 6M | +9.5% | +5.1% | +4.3% | +6.8% |
| All | +9.5% | +0.2% | +9.3% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling