+2,258.4%
IBM vs APH
+114,578.9%
-112,320.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.3% | +6.5% | -0.6% |
| 7D | -4.3% | -12.7% | +8.4% | -1.3% |
| 30D | +11.7% | -19.2% | +30.8% | +17.1% |
| 3M | +5.5% | -16.7% | +22.2% | +9.4% |
| 6M | +9.5% | +5.1% | +4.3% | +5.9% |
| YTD | -14.9% | +6.6% | -21.4% | -19.0% |
| 1Y | -17.4% | +3.9% | -21.2% | -21.0% |
| 3Y | +83.3% | +246.0% | -162.8% | +25.9% |
| 5Y | +142.1% | +268.0% | -125.9% | +62.3% |
| 10Y | +157.2% | +868.2% | -711.1% | +36.0% |
| All | +2,258.4% | +114,578.9% | -112,320.5% | +482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling