+2,141.8%
IBM vs APH
+61,451.9%
-59,310.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -47.8% | +48.2% | +11.6% |
| 7D | -1.6% | -48.7% | +47.1% | +9.8% |
| 30D | +0.3% | -51.9% | +52.2% | +13.5% |
| 3M | -21.6% | -43.6% | +22.0% | -15.5% |
| 6M | -4.7% | -37.5% | +32.8% | -0.5% |
| YTD | -19.1% | -38.6% | +19.6% | -15.9% |
| 1Y | -2.5% | -26.3% | +23.8% | -3.7% |
| 3Y | +74.2% | +89.2% | -15.0% | +32.3% |
| 5Y | +113.1% | +119.8% | -6.7% | +54.5% |
| 10Y | +133.5% | +454.3% | -320.7% | +35.1% |
| All | +2,141.8% | +61,451.9% | -59,310.2% | +514.0% |
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