+876.8%
MSFT vs APH
+1,060.9%
-184.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | -2.7% | +5.0% | -7.7% | -5.0% |
| 30D | +2.7% | -3.9% | +6.6% | +4.3% |
| 3M | +17.0% | +13.0% | +4.0% | +7.8% |
| 6M | +23.8% | +25.2% | -1.3% | +6.1% |
| YTD | +4.0% | +22.9% | -19.0% | -13.1% |
| 1Y | -0.8% | +47.8% | -48.7% | -27.2% |
| 3Y | +55.6% | +283.0% | -227.4% | -42.9% |
| 5Y | +72.9% | +349.7% | -276.8% | -44.0% |
| All | +876.8% | +1,060.9% | -184.0% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling